+281.1%
UNP vs DD
+98.3%
+182.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +2.1% | +6.7% | -4.6% | -0.7% |
| 30D | +7.7% | +19.4% | -11.7% | -0.4% |
| 3M | +4.0% | +7.6% | -3.6% | +0.4% |
| 6M | +15.7% | +2.9% | +12.8% | +13.1% |
| YTD | +33.5% | +29.9% | +3.6% | +17.0% |
| 1Y | +38.9% | +28.6% | +10.3% | +22.1% |
| 3Y | +53.7% | +90.0% | -36.3% | +9.2% |
| 5Y | +40.4% | +68.1% | -27.7% | +3.1% |
| All | +281.1% | +98.3% | +182.8% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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