+288.4%
UNP vs DAL
+124.5%
+164.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -2.1% | +2.3% | -4.4% | -2.7% |
| 30D | +7.3% | +14.3% | -7.0% | +3.5% |
| 3M | +3.6% | +1.3% | +2.3% | +2.9% |
| 6M | +15.8% | +29.3% | -13.4% | +7.2% |
| YTD | +32.6% | +33.0% | -0.4% | +20.9% |
| 1Y | +37.2% | +59.8% | -22.6% | +18.8% |
| 3Y | +52.6% | +177.2% | -124.6% | +7.9% |
| 5Y | +40.6% | +118.4% | -77.8% | +2.8% |
| 10Y | +288.4% | +121.4% | +167.0% | +171.2% |
| All | +288.4% | +124.5% | +164.0% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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