+37.2%
DIS vs UNP
+53.1%
-15.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +1.9% | +4.2% | -2.3% | +0.2% |
| 30D | +9.2% | +5.6% | +3.6% | +6.7% |
| 3M | +13.5% | +2.0% | +11.5% | +12.5% |
| 6M | +14.3% | +15.4% | -1.1% | +6.6% |
| YTD | +5.4% | +32.7% | -27.4% | -8.7% |
| 1Y | +12.2% | +39.4% | -27.3% | -5.4% |
| 3Y | +37.2% | +54.3% | -17.1% | +10.4% |
| All | +37.2% | +53.1% | -15.9% | +10.4% |
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