-10.1%
DIS vs UNP
+32.8%
-42.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.6% | -5.3% | +2.8% | -1.4% |
| 30D | +3.5% | -1.5% | +5.0% | +3.9% |
| 3M | +6.8% | +10.3% | -3.4% | +3.7% |
| 6M | +3.0% | +9.7% | -6.7% | +0.7% |
| YTD | -6.7% | +27.1% | -33.8% | -14.5% |
| 1Y | -10.1% | +32.6% | -42.7% | -19.4% |
| All | -10.1% | +32.8% | -42.9% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling