+1,129.1%
DIA vs UNP
+3,285.9%
-2,156.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.2% | -5.3% | +5.2% | +2.0% |
| 30D | -1.5% | -1.5% | 0.0% | -1.0% |
| 3M | +3.8% | +10.3% | -6.5% | -0.6% |
| 6M | +10.3% | +9.7% | +0.6% | +5.4% |
| YTD | +12.1% | +27.1% | -15.0% | +0.7% |
| 1Y | +18.6% | +32.6% | -13.9% | +4.6% |
| 3Y | +60.6% | +40.0% | +20.6% | +37.2% |
| 5Y | +64.4% | +50.8% | +13.6% | +34.0% |
| 10Y | +250.1% | +278.6% | -28.5% | +94.5% |
| All | +1,129.1% | +3,285.9% | -2,156.8% | +174.0% |
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