+61,719.3%
DHR vs UNP
+10,123.3%
+51,596.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | +1.2% | +4.2% | -3.0% | -0.4% |
| 30D | +3.7% | +5.6% | -1.9% | +1.5% |
| 3M | +14.5% | +2.0% | +12.5% | +13.4% |
| 6M | +40.9% | +15.4% | +25.5% | +32.9% |
| YTD | +2.4% | +32.7% | -30.3% | -8.9% |
| 1Y | +6.1% | +39.4% | -33.3% | -7.3% |
| 3Y | +21.0% | +54.3% | -33.3% | +1.0% |
| 5Y | -11.4% | +39.6% | -51.0% | -23.9% |
| 10Y | +241.8% | +288.9% | -47.0% | +92.6% |
| All | +61,719.3% | +10,123.3% | +51,596.0% | +11,459.7% |
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