+636.7%
DELL vs UNP
+43.7%
+593.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.7% | -5.5% |
| 7D | -1.9% | -1.2% | -0.7% | -1.5% |
| 30D | +14.9% | -2.0% | +16.9% | +15.7% |
| 3M | +37.2% | +7.5% | +29.7% | +33.2% |
| 6M | +254.0% | +15.3% | +238.6% | +229.7% |
| YTD | +306.1% | +25.4% | +280.7% | +263.3% |
| 1Y | +312.3% | +35.6% | +276.7% | +252.9% |
| All | +636.7% | +43.7% | +593.0% | +527.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling