+52.2%
UNP vs D
+5.6%
+46.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -5.3% | +1.5% | -6.8% | -5.8% |
| 30D | -1.5% | -2.6% | +1.0% | -0.7% |
| 3M | +10.3% | 0.0% | +10.2% | +10.2% |
| 6M | +9.7% | +7.4% | +2.3% | +6.8% |
| YTD | +27.1% | +15.9% | +11.2% | +20.5% |
| 1Y | +32.6% | +18.1% | +14.5% | +24.7% |
| 3Y | +40.0% | +58.4% | -18.4% | +17.3% |
| All | +52.2% | +5.6% | +46.6% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling