-4.9%
LYB vs DKS
+14.7%
-19.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.4% |
| 7D | +0.3% | -2.0% | +2.3% | +0.6% |
| 30D | +2.5% | -32.7% | +35.2% | +9.0% |
| 3M | +1.4% | -38.8% | +40.2% | +9.5% |
| 6M | -3.5% | -29.4% | +25.9% | +0.3% |
| YTD | +52.0% | -30.3% | +82.3% | +58.4% |
| 1Y | +22.1% | -39.6% | +61.7% | +30.8% |
| 3Y | -22.8% | +32.2% | -55.0% | -29.5% |
| All | -4.9% | +14.7% | -19.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling