+282.5%
UNP vs DAR
+364.6%
-82.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -1.7% | -0.2% | -1.6% | -1.7% |
| 30D | -2.1% | +7.4% | -9.6% | -4.2% |
| 3M | +5.4% | +15.7% | -10.2% | +1.0% |
| 6M | +13.4% | +30.0% | -16.6% | +4.9% |
| YTD | +25.0% | +87.5% | -62.6% | +4.7% |
| 1Y | +34.6% | +113.4% | -78.8% | +8.0% |
| 3Y | +43.6% | +15.3% | +28.3% | +32.0% |
| 5Y | +51.7% | -4.3% | +56.1% | +41.2% |
| 10Y | +282.5% | +380.2% | -97.6% | +91.7% |
| All | +282.5% | +364.6% | -82.1% | +91.7% |
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