+160.8%
UNP vs DBX
+20.9%
+140.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.1% |
| 7D | -1.2% | -1.8% | +0.7% | -0.9% |
| 30D | -2.0% | +2.8% | -4.8% | -2.5% |
| 3M | +7.5% | +26.8% | -19.2% | +2.8% |
| 6M | +15.3% | +32.8% | -17.4% | +8.7% |
| YTD | +25.4% | +26.1% | -0.7% | +19.2% |
| 1Y | +35.6% | +14.1% | +21.5% | +31.0% |
| 3Y | +44.1% | +25.7% | +18.4% | +33.9% |
| 5Y | +54.0% | +11.2% | +42.8% | +43.5% |
| All | +160.8% | +20.9% | +140.0% | +113.6% |
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