-22.8%
LYB vs DVA
+89.6%
-112.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | +2.5% | 0.0% | +2.4% | +2.4% |
| 3M | +1.4% | -10.9% | +12.3% | +3.0% |
| 6M | -3.5% | +17.3% | -20.8% | -7.8% |
| YTD | +52.0% | +59.8% | -7.8% | +32.5% |
| 1Y | +22.1% | +36.3% | -14.2% | +10.7% |
| 3Y | -22.8% | +88.6% | -111.4% | -31.8% |
| All | -22.8% | +89.6% | -112.4% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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