+51.8%
LYB vs DOC
+22.3%
+29.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.2% |
| 7D | -0.6% | +1.0% | -1.6% | -0.3% |
| 30D | +5.3% | +8.1% | -2.8% | +7.5% |
| 3M | -1.2% | +0.9% | -2.1% | -0.9% |
| 6M | -13.1% | +6.3% | -19.4% | -11.7% |
| YTD | +49.3% | +33.8% | +15.6% | +46.3% |
| 1Y | +51.8% | +21.6% | +30.2% | +66.6% |
| All | +51.8% | +22.3% | +29.5% | +66.6% |
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 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