+620.1%
LYB vs DOC
+65.7%
+554.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | -0.6% | +1.0% | -1.6% | -1.1% |
| 30D | +5.3% | +8.1% | -2.8% | +1.4% |
| 3M | -1.2% | +0.9% | -2.1% | -2.1% |
| 6M | -13.1% | +6.3% | -19.4% | -16.7% |
| YTD | +49.3% | +33.8% | +15.6% | +24.8% |
| 1Y | +51.8% | +21.6% | +30.2% | +33.2% |
| 3Y | -18.9% | +53.4% | -72.2% | -37.8% |
| 5Y | -6.9% | -21.0% | +14.1% | -2.1% |
| 10Y | +34.2% | +22.5% | +11.7% | +9.4% |
| All | +620.1% | +65.7% | +554.4% | +314.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling