+35.6%
UNP vs DAR
-41.1%
+76.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.4% |
| 7D | -4.6% | -9.9% | +5.4% | -2.9% |
| 30D | +5.6% | -16.4% | +22.0% | +8.7% |
| 3M | -1.3% | -17.1% | +15.7% | +1.4% |
| 6M | +9.2% | -20.5% | +29.7% | +12.9% |
| YTD | +27.3% | +39.4% | -12.1% | +18.6% |
| 1Y | +35.9% | +57.2% | -21.3% | +23.7% |
| 3Y | +45.5% | +13.9% | +31.6% | +36.9% |
| All | +35.6% | -41.1% | +76.7% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling