+50.5%
DRAM vs UNP
+24.7%
+25.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +4.0% | +7.2% |
| 7D | -9.8% | -3.3% | -6.5% | -11.1% |
| 30D | -26.9% | +6.7% | -33.7% | -24.1% |
| 3M | -17.4% | +1.8% | -19.2% | -15.6% |
| 6M | -20.9% | +13.3% | -34.2% | -13.8% |
| All | +50.5% | +24.7% | +25.8% | +67.6% |
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