+293.8%
UNP vs DAL
+136.2%
+157.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.3% | -2.9% | +1.0% |
| 7D | -3.3% | +10.0% | -13.3% | -5.7% |
| 30D | +6.7% | +12.0% | -5.3% | +3.4% |
| 3M | +1.8% | +0.8% | +1.0% | +1.2% |
| 6M | +13.3% | +26.2% | -12.8% | +5.6% |
| YTD | +30.3% | +33.7% | -3.3% | +18.7% |
| 1Y | +36.9% | +57.6% | -20.6% | +19.0% |
| 3Y | +50.9% | +183.5% | -132.5% | +6.0% |
| 5Y | +37.9% | +114.2% | -76.2% | +1.5% |
| 10Y | +293.8% | +128.1% | +165.7% | +169.3% |
| All | +293.8% | +136.2% | +157.6% | +169.3% |
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