-3.5%
LYB vs BTDR
+57.4%
-60.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.7% | -0.5% |
| 7D | +0.3% | -3.4% | +3.7% | -0.1% |
| 30D | +2.5% | +32.6% | -30.1% | +6.8% |
| 3M | +1.4% | -32.2% | +33.6% | -3.4% |
| 6M | -3.5% | +52.4% | -55.8% | +33.1% |
| All | -3.5% | +57.4% | -60.9% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 6mo: compounded portfolio wealth divided by compounded BTDR 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…
6mo analysis · Full analysis span regression · 6 months rolling