+5,749.8%
UNP vs DAR
+1,334.0%
+4,415.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.5% |
| 7D | -4.6% | -9.9% | +5.4% | -3.8% |
| 30D | +5.6% | -16.4% | +22.0% | +7.0% |
| 3M | -1.3% | -17.1% | +15.7% | -0.1% |
| 6M | +9.2% | -20.5% | +29.7% | +10.8% |
| YTD | +27.3% | +39.4% | -12.1% | +23.9% |
| 1Y | +35.9% | +57.2% | -21.3% | +31.1% |
| 3Y | +45.5% | +13.9% | +31.6% | +42.1% |
| 5Y | +36.0% | -40.8% | +76.8% | +38.0% |
| 10Y | +307.2% | +276.2% | +31.0% | +265.3% |
| All | +5,749.8% | +1,334.0% | +4,415.8% | +5,327.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling