+309.0%
UNP vs DECK
+885.7%
-576.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.1% |
| 7D | -1.3% | +6.0% | -7.3% | -2.5% |
| 30D | +7.7% | +7.4% | +0.3% | +6.0% |
| 3M | +1.3% | -11.7% | +12.9% | +3.6% |
| 6M | +14.0% | -11.0% | +24.9% | +15.8% |
| YTD | +30.8% | -15.4% | +46.1% | +33.3% |
| 1Y | +40.0% | +7.2% | +32.7% | +35.4% |
| 3Y | +50.1% | -11.8% | +61.9% | +41.8% |
| 5Y | +39.6% | +24.3% | +15.3% | +17.2% |
| All | +309.0% | +885.7% | -576.7% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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