+50.4%
UNP vs BTDR
+23.8%
+26.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.8% | +0.1% |
| 7D | -5.3% | +20.0% | -25.3% | -5.5% |
| 30D | -1.5% | +11.9% | -13.5% | -1.7% |
| 3M | +10.3% | -36.9% | +47.2% | +10.7% |
| 6M | +9.7% | +56.5% | -46.8% | +8.4% |
| YTD | +27.1% | +10.4% | +16.7% | +26.1% |
| 1Y | +32.6% | +3.1% | +29.5% | +31.1% |
| 3Y | +40.0% | -2.6% | +42.6% | +34.3% |
| 5Y | +50.8% | +25.2% | +25.7% | +47.1% |
| All | +50.4% | +23.8% | +26.6% | +46.3% |
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