+630.9%
LYB vs DOC
+66.1%
+564.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.1% |
| 7D | -0.2% | -1.5% | +1.2% | +0.4% |
| 30D | +8.7% | -4.8% | +13.5% | +10.9% |
| 3M | -3.0% | +6.9% | -9.9% | -6.7% |
| 6M | +4.7% | +20.7% | -16.0% | -7.1% |
| YTD | +51.6% | +34.1% | +17.4% | +27.1% |
| 1Y | +24.4% | +22.6% | +1.7% | +9.1% |
| 3Y | -23.5% | +20.8% | -44.3% | -33.7% |
| 5Y | -6.5% | -24.9% | +18.4% | +1.3% |
| 10Y | +40.5% | -1.8% | +42.3% | +27.9% |
| All | +630.9% | +66.1% | +564.7% | +321.9% |
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