+4,404.4%
DELL vs UNP
+285.4%
+4,119.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.5% | +12.5% | +12.2% |
| 7D | +8.2% | -1.8% | +10.0% | +9.2% |
| 30D | +17.1% | -2.7% | +19.8% | +18.6% |
| 3M | +45.2% | +6.5% | +38.7% | +39.6% |
| 6M | +286.8% | +14.4% | +272.4% | +255.0% |
| YTD | +354.8% | +24.8% | +330.0% | +298.0% |
| 1Y | +358.3% | +34.4% | +323.8% | +283.8% |
| 3Y | +724.9% | +43.6% | +681.3% | +557.8% |
| 5Y | +1,193.7% | +53.2% | +1,140.5% | +879.2% |
| All | +4,404.4% | +285.4% | +4,119.0% | +2,346.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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