-33.4%
UPS vs BTDR
+26.7%
-60.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -1.8% |
| 7D | -2.1% | +22.4% | -24.5% | -2.7% |
| 30D | -2.3% | +16.5% | -18.8% | -2.8% |
| 3M | -5.2% | -31.5% | +26.3% | -4.7% |
| 6M | +1.4% | +74.0% | -72.6% | -0.5% |
| YTD | +6.1% | +13.0% | -6.9% | +4.9% |
| 1Y | +27.0% | -0.2% | +27.2% | +25.3% |
| 3Y | -25.9% | +9.9% | -35.8% | -29.5% |
| 5Y | -34.6% | +28.1% | -62.7% | -39.3% |
| All | -33.4% | +26.7% | -60.1% | -38.2% |
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