+43.4%
UNP vs DECK
-3.0%
+46.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -5.3% | -2.2% | -3.1% | -5.1% |
| 30D | -1.5% | -13.6% | +12.0% | 0.0% |
| 3M | +10.3% | -21.2% | +31.5% | +13.1% |
| 6M | +9.7% | -21.1% | +30.8% | +12.2% |
| YTD | +27.1% | -17.2% | +44.3% | +29.0% |
| 1Y | +32.6% | -30.7% | +63.3% | +36.8% |
| All | +43.4% | -3.0% | +46.4% | +45.5% |
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