-8.3%
LYB vs BTDR
+19.6%
-27.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.7% | -1.0% |
| 7D | +0.3% | -3.4% | +3.7% | +0.3% |
| 30D | +2.5% | +32.6% | -30.1% | +1.9% |
| 3M | +1.4% | -32.2% | +33.6% | +1.9% |
| 6M | -3.5% | +52.4% | -55.8% | -5.4% |
| YTD | +52.0% | +6.7% | +45.3% | +50.5% |
| 1Y | +22.1% | -15.2% | +37.3% | +21.1% |
| 3Y | -22.8% | +14.9% | -37.7% | -25.6% |
| 5Y | -3.4% | +20.8% | -24.2% | -6.4% |
| All | -8.3% | +19.6% | -27.9% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling