+54.7%
UNP vs DECK
-11.0%
+65.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.0% | -4.3% | +1.0% |
| 7D | +3.6% | +10.4% | -6.8% | +2.4% |
| 30D | +11.4% | +11.1% | +0.3% | +9.9% |
| 3M | +4.6% | -10.8% | +15.4% | +5.8% |
| 6M | +18.3% | -8.7% | +27.0% | +19.1% |
| YTD | +35.4% | -14.0% | +49.4% | +36.8% |
| 1Y | +42.6% | +12.0% | +30.6% | +39.5% |
| All | +54.7% | -11.0% | +65.7% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling