+293.8%
UNP vs DAR
+288.2%
+5.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +1.2% |
| 7D | -3.3% | -2.8% | -0.5% | -2.6% |
| 30D | +6.7% | -12.8% | +19.5% | +10.3% |
| 3M | +1.8% | -11.6% | +13.4% | +4.4% |
| 6M | +13.3% | -16.8% | +30.1% | +17.7% |
| YTD | +30.3% | +45.9% | -15.6% | +16.2% |
| 1Y | +36.9% | +61.5% | -24.6% | +18.5% |
| 3Y | +50.9% | +23.0% | +28.0% | +34.2% |
| 5Y | +37.9% | -35.8% | +73.8% | +44.4% |
| 10Y | +293.8% | +280.4% | +13.4% | +110.4% |
| All | +293.8% | +288.2% | +5.5% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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