+3,047.2%
DELL vs UNP
+308.4%
+2,738.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -31.2% |
| 6M | +41.7% | +15.4% | +26.3% | +29.5% |
| YTD | +176.6% | +32.7% | +143.9% | +133.7% |
| 1Y | +159.9% | +39.4% | +120.5% | +113.7% |
| 3Y | +388.0% | +54.3% | +333.7% | +273.7% |
| 5Y | +578.2% | +39.6% | +538.6% | +440.8% |
| 10Y | +2,653.4% | +288.9% | +2,364.5% | +1,323.3% |
| All | +3,047.2% | +308.4% | +2,738.7% | +1,500.5% |
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 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