+43.8%
UNP vs BTDR
+7.6%
+36.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.2% |
| 7D | -1.7% | +14.8% | -16.5% | -2.0% |
| 30D | -2.1% | +41.8% | -43.9% | -2.7% |
| 3M | +5.4% | -29.2% | +34.6% | +5.8% |
| 6M | +13.4% | +66.2% | -52.8% | +11.3% |
| YTD | +25.0% | +10.0% | +15.0% | +23.5% |
| 1Y | +34.6% | -11.0% | +45.5% | +32.8% |
| All | +43.8% | +7.6% | +36.2% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling