+43.8%
UNP vs DE
+75.0%
-31.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -1.7% | -3.0% | +1.3% | -0.9% |
| 30D | -2.1% | +11.1% | -13.3% | -5.3% |
| 3M | +5.4% | +17.6% | -12.2% | -0.1% |
| 6M | +13.4% | +13.6% | -0.2% | +8.4% |
| YTD | +25.0% | +46.3% | -21.3% | +8.9% |
| 1Y | +34.6% | +44.2% | -9.6% | +17.5% |
| All | +43.8% | +75.0% | -31.2% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling