+36.7%
LYB vs DOC
+21.5%
+15.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.6% |
| 7D | +3.7% | 0.0% | +3.7% | +3.6% |
| 30D | +6.4% | +6.6% | -0.1% | +3.2% |
| 3M | +2.8% | -1.1% | +3.9% | +2.7% |
| 6M | -12.2% | +4.8% | -17.1% | -15.3% |
| YTD | +52.4% | +32.1% | +20.4% | +28.4% |
| 1Y | +56.8% | +21.9% | +34.9% | +37.7% |
| 3Y | -17.2% | +51.4% | -68.6% | -36.1% |
| 5Y | -5.6% | -21.2% | +15.5% | +0.3% |
| All | +36.7% | +21.5% | +15.2% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling