-22.8%
LYB vs DRI
+54.5%
-77.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.2% |
| 7D | +0.3% | -3.2% | +3.5% | +1.0% |
| 30D | +2.5% | -7.8% | +10.3% | +4.4% |
| 3M | +1.4% | +0.4% | +1.0% | +1.0% |
| 6M | -3.5% | +4.8% | -8.3% | -5.5% |
| YTD | +52.0% | +16.7% | +35.3% | +41.8% |
| 1Y | +22.1% | +1.5% | +20.6% | +19.9% |
| 3Y | -22.8% | +56.3% | -79.0% | -33.5% |
| All | -22.8% | +54.5% | -77.3% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling