+54.3%
UNP vs DD
+88.8%
-34.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +4.2% | +5.0% | -0.7% | +2.9% |
| 30D | +5.6% | +19.7% | -14.1% | +0.4% |
| 3M | +2.0% | +7.2% | -5.2% | -0.1% |
| 6M | +15.4% | +1.0% | +14.4% | +14.7% |
| YTD | +32.7% | +29.1% | +3.6% | +21.7% |
| 1Y | +39.4% | +28.5% | +11.0% | +27.9% |
| 3Y | +54.3% | +89.4% | -35.1% | +17.8% |
| All | +54.3% | +88.8% | -34.5% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling