+9,321.7%
UNP vs D
+2,347.4%
+6,974.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | -5.3% | +0.4% | -5.8% | -5.5% |
| 30D | -1.5% | -3.6% | +2.0% | -0.3% |
| 3M | +10.3% | -1.0% | +11.2% | +10.6% |
| 6M | +9.7% | +6.3% | +3.4% | +6.8% |
| YTD | +27.1% | +14.7% | +12.4% | +20.2% |
| 1Y | +32.6% | +16.9% | +15.6% | +24.2% |
| 3Y | +40.0% | +56.8% | -16.8% | +15.1% |
| 5Y | +50.8% | +5.2% | +45.6% | +43.3% |
| 10Y | +278.6% | +35.9% | +242.8% | +213.4% |
| All | +9,321.7% | +2,347.4% | +6,974.3% | +2,494.6% |
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