+45.5%
UNP vs DAL
+168.1%
-122.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.0% |
| 7D | -4.6% | +8.8% | -13.3% | -6.0% |
| 30D | +5.6% | +5.4% | +0.2% | +4.5% |
| 3M | -1.3% | -4.9% | +3.6% | -0.6% |
| 6M | +9.2% | +19.8% | -10.6% | +5.0% |
| YTD | +27.3% | +27.0% | +0.3% | +20.3% |
| 1Y | +35.9% | +52.5% | -16.5% | +23.6% |
| 3Y | +45.5% | +173.8% | -128.4% | +6.3% |
| All | +45.5% | +168.1% | -122.6% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling