+5,887.9%
UNP vs DAR
+1,400.9%
+4,487.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +2.0% |
| 7D | -3.3% | -2.8% | -0.5% | -3.1% |
| 30D | +6.7% | -12.8% | +19.5% | +7.7% |
| 3M | +1.8% | -11.6% | +13.4% | +2.6% |
| 6M | +13.3% | -16.8% | +30.1% | +14.6% |
| YTD | +30.3% | +45.9% | -15.6% | +26.4% |
| 1Y | +36.9% | +61.5% | -24.6% | +31.8% |
| 3Y | +50.9% | +23.0% | +28.0% | +46.6% |
| 5Y | +37.9% | -35.8% | +73.8% | +39.2% |
| 10Y | +293.8% | +280.4% | +13.4% | +252.7% |
| All | +5,887.9% | +1,400.9% | +4,487.1% | +5,437.3% |
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 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