+293.8%
UNP vs D
+42.1%
+251.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -3.3% | +0.8% | -4.0% | -3.5% |
| 30D | +6.7% | +10.7% | -4.0% | +3.0% |
| 3M | +1.8% | +2.3% | -0.5% | +0.9% |
| 6M | +13.3% | +12.5% | +0.8% | +8.5% |
| YTD | +30.3% | +20.1% | +10.3% | +21.8% |
| 1Y | +36.9% | +15.6% | +21.4% | +29.6% |
| 3Y | +50.9% | +75.2% | -24.2% | +21.6% |
| 5Y | +37.9% | +14.6% | +23.4% | +28.8% |
| 10Y | +293.8% | +43.8% | +250.0% | +270.7% |
| All | +293.8% | +42.1% | +251.6% | +270.7% |
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