+56.8%
LYB vs DOC
+20.8%
+36.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +1.7% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | +6.4% | +6.6% | -0.1% | +8.2% |
| 3M | +2.8% | -1.1% | +3.9% | +2.5% |
| 6M | -12.2% | +4.8% | -17.1% | -11.1% |
| YTD | +52.4% | +32.1% | +20.4% | +49.1% |
| 1Y | +56.8% | +21.9% | +34.9% | +68.5% |
| All | +56.8% | +20.8% | +36.0% | +68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling