+64.1%
DIA vs UNP
+51.4%
+12.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -2.1% | -1.1% | -0.9% | -1.7% |
| 3M | +4.2% | +7.9% | -3.7% | +0.9% |
| 6M | +11.9% | +14.6% | -2.7% | +5.4% |
| YTD | +10.8% | +26.6% | -15.8% | +0.2% |
| 1Y | +17.5% | +35.6% | -18.0% | +3.1% |
| 3Y | +59.9% | +45.5% | +14.4% | +35.0% |
| 5Y | +64.1% | +50.0% | +14.1% | +33.4% |
| All | +64.1% | +51.4% | +12.8% | +33.4% |
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