+9,321.7%
UNP vs DD
+961.9%
+8,359.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -5.3% | -3.5% | -1.8% | -4.0% |
| 30D | -1.5% | -10.3% | +8.8% | +2.6% |
| 3M | +10.3% | -7.5% | +17.8% | +13.2% |
| 6M | +9.7% | -8.0% | +17.7% | +12.1% |
| YTD | +27.1% | +10.5% | +16.6% | +20.6% |
| 1Y | +32.6% | +38.3% | -5.7% | +14.4% |
| 3Y | +40.0% | +42.5% | -2.5% | +16.2% |
| 5Y | +50.8% | +60.2% | -9.3% | +17.2% |
| 10Y | +278.6% | +68.9% | +209.8% | +173.4% |
| All | +9,321.7% | +961.9% | +8,359.8% | +3,126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling