+2,662.4%
DELL vs UNP
+286.3%
+2,376.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.6% | -6.6% | -6.9% |
| 7D | +4.9% | +4.2% | +0.6% | +2.8% |
| 30D | -32.1% | +5.6% | -37.7% | -34.0% |
| 3M | -30.2% | +2.0% | -32.3% | -31.3% |
| 6M | +41.7% | +15.4% | +26.3% | +29.4% |
| YTD | +176.6% | +32.7% | +143.9% | +133.2% |
| 1Y | +159.9% | +39.4% | +120.5% | +113.1% |
| 3Y | +388.0% | +54.3% | +333.7% | +272.3% |
| 5Y | +578.2% | +39.6% | +538.6% | +439.0% |
| All | +2,662.4% | +286.3% | +2,376.1% | +1,344.9% |
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