+244.3%
DIA vs UNP
+287.3%
-43.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -3.0% | -1.2% | -1.8% | -2.5% |
| 30D | -3.0% | -2.0% | -1.0% | -2.2% |
| 3M | +4.5% | +7.5% | -3.0% | +0.5% |
| 6M | +9.8% | +15.3% | -5.6% | +1.6% |
| YTD | +9.3% | +25.4% | -16.1% | -3.2% |
| 1Y | +16.0% | +35.6% | -19.6% | -1.3% |
| 3Y | +57.7% | +44.1% | +13.6% | +28.3% |
| 5Y | +63.8% | +54.0% | +9.8% | +25.4% |
| All | +244.3% | +287.3% | -43.0% | +78.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling