+1,055.3%
DELL vs UNP
+51.6%
+1,003.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.7% | -5.5% |
| 7D | -1.9% | -1.2% | -0.7% | -1.4% |
| 30D | +14.9% | -2.0% | +16.9% | +15.9% |
| 3M | +37.2% | +7.5% | +29.7% | +32.2% |
| 6M | +254.0% | +15.3% | +238.6% | +226.4% |
| YTD | +306.1% | +25.4% | +280.7% | +258.8% |
| 1Y | +312.3% | +35.6% | +276.7% | +248.5% |
| 3Y | +654.0% | +44.1% | +609.9% | +510.2% |
| 5Y | +1,055.3% | +54.0% | +1,001.4% | +832.9% |
| All | +1,055.3% | +51.6% | +1,003.7% | +832.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling