+9,339.3%
UNP vs D
+2,450.0%
+6,889.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.1% |
| 7D | -4.6% | +3.0% | -7.5% | -5.6% |
| 30D | +5.6% | +11.5% | -5.9% | +1.4% |
| 3M | -1.3% | +3.7% | -5.0% | -2.8% |
| 6M | +9.2% | +13.5% | -4.3% | +3.7% |
| YTD | +27.3% | +20.7% | +6.6% | +18.0% |
| 1Y | +35.9% | +18.2% | +17.7% | +26.8% |
| 3Y | +45.5% | +73.3% | -27.8% | +15.5% |
| 5Y | +36.0% | +12.3% | +23.7% | +26.2% |
| 10Y | +307.2% | +43.4% | +263.8% | +230.2% |
| All | +9,339.3% | +2,450.0% | +6,889.3% | +2,458.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling