+21.5%
DIS vs UNP
+274.6%
-253.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.6% | -5.3% | +2.8% | +0.2% |
| 30D | +3.5% | -1.5% | +5.0% | +4.2% |
| 3M | +6.8% | +10.3% | -3.4% | +0.9% |
| 6M | +3.0% | +9.7% | -6.7% | -2.9% |
| YTD | -6.7% | +27.1% | -33.8% | -18.8% |
| 1Y | -10.1% | +32.6% | -42.7% | -23.6% |
| 3Y | +33.0% | +40.0% | -6.9% | +8.5% |
| 5Y | -40.0% | +50.8% | -90.8% | -53.9% |
| All | +21.5% | +274.6% | -253.1% | -33.5% |
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