+271.8%
UNP vs D
+35.9%
+236.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -0.7% | +0.8% | -1.5% | -1.0% |
| 30D | -1.1% | -0.7% | -0.4% | -0.9% |
| 3M | +7.9% | +2.1% | +5.8% | +7.0% |
| 6M | +14.6% | +6.8% | +7.8% | +11.7% |
| YTD | +26.6% | +16.5% | +10.0% | +19.6% |
| 1Y | +35.6% | +19.2% | +16.4% | +26.9% |
| 3Y | +45.5% | +61.9% | -16.4% | +20.4% |
| 5Y | +50.0% | +6.5% | +43.5% | +43.6% |
| 10Y | +271.8% | +35.3% | +236.6% | +246.4% |
| All | +271.8% | +35.9% | +236.0% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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