+9,283.6%
UNP vs DE
+14,571.6%
-5,288.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | -1.1% | +9.6% | -10.8% | -4.8% |
| 3M | +7.9% | +19.0% | -11.1% | +0.5% |
| 6M | +14.6% | +16.1% | -1.4% | +7.4% |
| YTD | +26.6% | +47.0% | -20.4% | +8.1% |
| 1Y | +35.6% | +43.1% | -7.6% | +16.6% |
| 3Y | +45.5% | +77.5% | -32.0% | +13.6% |
| 5Y | +50.0% | +96.4% | -46.4% | +9.6% |
| 10Y | +271.8% | +852.9% | -581.1% | +50.4% |
| All | +9,283.6% | +14,571.6% | -5,288.0% | +1,543.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling