+164.3%
UNP vs DBX
+20.1%
+144.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.6% |
| 7D | -5.3% | -2.4% | -2.9% | -5.0% |
| 30D | -1.5% | -0.5% | -1.1% | -1.6% |
| 3M | +10.3% | +28.1% | -17.8% | +5.3% |
| 6M | +9.7% | +33.1% | -23.4% | +3.3% |
| YTD | +27.1% | +25.3% | +1.8% | +21.0% |
| 1Y | +32.6% | +18.3% | +14.2% | +27.2% |
| 3Y | +40.0% | +25.0% | +15.0% | +30.2% |
| 5Y | +50.8% | +7.5% | +43.3% | +41.5% |
| All | +164.3% | +20.1% | +144.2% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling