+42.6%
UNP vs DG
+45.3%
-2.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.5% | -6.8% | +1.0% |
| 7D | +3.6% | +12.3% | -8.7% | +2.7% |
| 30D | +11.4% | +19.3% | -7.9% | +10.1% |
| 3M | +4.6% | +11.9% | -7.3% | +3.7% |
| 6M | +18.3% | +25.0% | -6.7% | +16.5% |
| YTD | +35.4% | +8.7% | +26.7% | +35.8% |
| 1Y | +42.6% | +44.7% | -2.1% | +38.5% |
| All | +42.6% | +45.3% | -2.7% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling