+176.0%
UNP vs DBX
+15.6%
+160.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +4.2% | -3.3% | +7.5% | +4.8% |
| 30D | +5.6% | -5.9% | +11.5% | +6.6% |
| 3M | +2.0% | -6.7% | +8.7% | +3.0% |
| 6M | +15.4% | +28.0% | -12.6% | +9.7% |
| YTD | +32.7% | +20.6% | +12.1% | +26.8% |
| 1Y | +39.4% | +10.3% | +29.1% | +35.4% |
| 3Y | +54.3% | +24.0% | +30.3% | +43.4% |
| 5Y | +39.6% | +24.2% | +15.4% | +27.3% |
| All | +176.0% | +15.6% | +160.4% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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