+57.1%
UNP vs BTDR
-44.0%
+101.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.6% | +8.1% | -0.5% |
| 7D | +4.2% | -6.9% | +11.1% | +4.3% |
| 30D | +5.6% | -31.5% | +37.1% | +5.9% |
| 3M | +2.0% | -36.1% | +38.1% | +2.3% |
| 6M | +15.4% | -57.6% | +73.0% | +15.9% |
| YTD | +32.7% | -50.0% | +82.8% | +32.5% |
| 1Y | +39.4% | -49.6% | +89.0% | +39.1% |
| 3Y | +54.3% | +48.5% | +5.8% | +51.3% |
| 5Y | +39.6% | -43.8% | +83.5% | +36.9% |
| All | +57.1% | -44.0% | +101.1% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling