+37.6%
UNP vs DFNS
-100.0%
+137.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.3% | +2.4% |
| 7D | -3.3% | -42.8% | +39.6% | -3.4% |
| 30D | +6.7% | -67.6% | +74.3% | +6.4% |
| 3M | +1.8% | -94.9% | +96.7% | +0.9% |
| 6M | +13.3% | -96.7% | +110.1% | +13.5% |
| YTD | +30.3% | -99.6% | +130.0% | +30.1% |
| 1Y | +36.9% | -99.7% | +136.7% | +36.5% |
| 3Y | +50.9% | -100.0% | +150.9% | +49.7% |
| All | +37.6% | -100.0% | +137.6% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 5y: compounded portfolio wealth divided by compounded DFNS 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…
5y analysis · Full analysis span regression · 6 months rolling