+639.9%
LYB vs DRI
+734.2%
-94.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -0.7% | -4.8% | +4.1% | +1.3% |
| 30D | +1.5% | -5.2% | +6.7% | +3.6% |
| 3M | -0.3% | +2.7% | -3.0% | -2.1% |
| 6M | +0.1% | +3.6% | -3.6% | -3.1% |
| YTD | +53.4% | +15.4% | +38.0% | +41.1% |
| 1Y | +25.6% | +1.3% | +24.4% | +22.0% |
| 3Y | -21.3% | +53.1% | -74.4% | -37.3% |
| 5Y | -2.4% | +64.6% | -67.0% | -26.5% |
| 10Y | +48.8% | +349.5% | -300.8% | -34.7% |
| All | +639.9% | +734.2% | -94.3% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling