+54.0%
UNP vs DBX
+8.4%
+45.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.2% |
| 7D | -1.2% | -1.8% | +0.7% | -0.9% |
| 30D | -2.0% | +2.8% | -4.8% | -2.4% |
| 3M | +7.5% | +26.8% | -19.2% | +3.7% |
| 6M | +15.3% | +32.8% | -17.4% | +10.0% |
| YTD | +25.4% | +26.1% | -0.7% | +20.6% |
| 1Y | +35.6% | +14.1% | +21.5% | +32.4% |
| 3Y | +44.1% | +25.7% | +18.4% | +35.2% |
| 5Y | +54.0% | +11.2% | +42.8% | +39.5% |
| All | +54.0% | +8.4% | +45.5% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling