+50.6%
LYB vs DRI
+34.0%
+16.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.1% | -9.9% | -4.0% |
| 7D | -6.2% | +6.5% | -12.7% | -5.4% |
| 30D | +6.3% | +16.4% | -10.1% | +8.4% |
| 3M | +4.1% | +13.6% | -9.6% | +6.0% |
| 6M | -15.5% | +22.0% | -37.5% | -12.9% |
| YTD | +50.2% | +29.3% | +20.9% | +45.7% |
| 1Y | +50.6% | +32.0% | +18.6% | +44.0% |
| All | +50.6% | +34.0% | +16.6% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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