+5,738.9%
UNP vs DAR
+1,762.6%
+3,976.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | -5.3% | +1.4% | -6.7% | -5.5% |
| 30D | -1.5% | +12.8% | -14.3% | -2.5% |
| 3M | +10.3% | +7.4% | +2.9% | +9.5% |
| 6M | +9.7% | +22.3% | -12.6% | +7.9% |
| YTD | +27.1% | +81.1% | -54.0% | +21.5% |
| 1Y | +32.6% | +106.5% | -73.9% | +25.2% |
| 3Y | +40.0% | +5.3% | +34.7% | +37.4% |
| 5Y | +50.8% | -11.5% | +62.4% | +48.9% |
| 10Y | +278.6% | +353.3% | -74.7% | +234.8% |
| All | +5,738.9% | +1,762.6% | +3,976.4% | +5,219.4% |
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 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