+4,681.2%
DELL vs UNP
+291.1%
+4,390.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +14.9% | -5.3% | +20.2% | +18.2% |
| 30D | +13.3% | -1.5% | +14.8% | +14.1% |
| 3M | +24.4% | +10.3% | +14.1% | +17.3% |
| 6M | +258.0% | +9.7% | +248.3% | +236.4% |
| YTD | +320.2% | +27.1% | +293.1% | +264.4% |
| 1Y | +319.1% | +32.6% | +286.5% | +253.9% |
| 3Y | +706.5% | +40.0% | +666.5% | +552.4% |
| 5Y | +1,071.9% | +50.8% | +1,021.1% | +794.8% |
| 10Y | +4,683.5% | +278.6% | +4,404.8% | +2,429.9% |
| All | +4,681.2% | +291.1% | +4,390.1% | +2,395.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling