-26.8%
UPS vs BTDR
+7.6%
-34.4%
-44.2%
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 | -3.7% | +14.8% | -18.5% | -4.2% |
| 30D | -3.7% | +41.8% | -45.5% | -5.0% |
| 3M | -6.6% | -29.2% | +22.6% | -5.9% |
| 6M | +2.6% | +66.2% | -63.6% | 0.0% |
| YTD | +4.8% | +10.0% | -5.2% | +3.2% |
| 1Y | +25.3% | -11.0% | +36.3% | +23.4% |
| All | -26.8% | +7.6% | -34.4% | -31.7% |
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