+277.6%
UNP vs DE
+863.9%
-586.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -1.8% | -2.6% | +0.8% | -0.7% |
| 30D | -2.7% | +9.0% | -11.8% | -6.8% |
| 3M | +6.5% | +19.1% | -12.6% | -2.3% |
| 6M | +14.4% | +14.4% | 0.0% | +6.3% |
| YTD | +24.8% | +45.9% | -21.1% | +2.9% |
| 1Y | +34.4% | +43.6% | -9.2% | +11.2% |
| 3Y | +43.6% | +75.9% | -32.3% | +5.3% |
| 5Y | +53.2% | +98.8% | -45.5% | +0.6% |
| All | +277.6% | +863.9% | -586.3% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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