-8.3%
LYB vs DOC
-21.4%
+13.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -11.5% | +6.5% | -18.0% | -13.1% |
| 30D | +3.8% | +9.2% | -5.3% | +1.2% |
| 3M | -0.2% | -2.5% | +2.3% | +0.3% |
| 6M | -15.6% | +7.1% | -22.7% | -18.1% |
| YTD | +44.9% | +33.0% | +11.9% | +27.4% |
| 1Y | +52.3% | +23.3% | +29.0% | +38.7% |
| 3Y | -19.9% | +44.9% | -64.8% | -32.5% |
| All | -8.3% | -21.4% | +13.2% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling