-19.3%
DRAM vs UNP
+10.4%
-29.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +4.8% |
| 7D | -18.2% | -4.6% | -13.6% | -19.9% |
| 30D | -34.5% | +5.6% | -40.2% | -31.4% |
| 3M | -23.6% | -1.3% | -22.3% | -22.8% |
| 6M | -19.3% | +9.2% | -28.5% | -10.2% |
| All | -19.3% | +10.4% | -29.7% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling