+43.3%
DIS vs UNP
+46.2%
-2.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.6% |
| 7D | +5.2% | -4.6% | +9.8% | +7.2% |
| 30D | +11.5% | +5.6% | +5.8% | +9.0% |
| 3M | +11.5% | -1.3% | +12.8% | +12.0% |
| 6M | +8.9% | +9.2% | -0.4% | +4.0% |
| YTD | +3.4% | +27.3% | -23.9% | -8.6% |
| 1Y | +7.2% | +35.9% | -28.7% | -8.4% |
| 3Y | +43.3% | +45.5% | -2.1% | +25.4% |
| All | +43.3% | +46.2% | -2.9% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling