+34.2%
DIS vs UNP
+301.6%
-267.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.9% |
| 7D | +5.2% | -4.6% | +9.8% | +7.8% |
| 30D | +11.5% | +5.6% | +5.8% | +8.3% |
| 3M | +11.5% | -1.3% | +12.8% | +12.0% |
| 6M | +8.9% | +9.2% | -0.4% | +3.0% |
| YTD | +3.4% | +27.3% | -23.9% | -10.3% |
| 1Y | +7.2% | +35.9% | -28.7% | -10.3% |
| 3Y | +43.3% | +45.5% | -2.1% | +14.1% |
| 5Y | -31.4% | +36.0% | -67.4% | -44.4% |
| All | +34.2% | +301.6% | -267.4% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling