+632.8%
LYB vs DTE
+490.1%
+142.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.1% |
| 7D | +0.3% | -2.6% | +2.8% | +1.9% |
| 30D | +2.5% | -4.4% | +6.9% | +5.3% |
| 3M | +1.4% | -8.3% | +9.7% | +6.7% |
| 6M | -3.5% | -8.1% | +4.6% | +0.5% |
| YTD | +52.0% | +4.4% | +47.6% | +45.7% |
| 1Y | +22.1% | +0.2% | +21.9% | +19.8% |
| 3Y | -22.8% | +42.6% | -65.4% | -41.5% |
| 5Y | -3.4% | +31.5% | -34.8% | -24.4% |
| 10Y | +47.4% | +138.2% | -90.9% | -25.7% |
| All | +632.8% | +490.1% | +142.7% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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