+279.5%
UNP vs DG
+99.2%
+180.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.6% |
| 7D | -1.2% | -6.3% | +5.1% | -0.2% |
| 30D | -2.0% | +2.4% | -4.4% | -2.4% |
| 3M | +7.5% | +12.4% | -4.9% | +5.2% |
| 6M | +15.3% | -14.9% | +30.3% | +17.8% |
| YTD | +25.4% | -6.1% | +31.5% | +25.9% |
| 1Y | +35.6% | +17.9% | +17.7% | +30.5% |
| 3Y | +44.1% | +3.1% | +41.0% | +37.4% |
| 5Y | +54.0% | -38.7% | +92.6% | +63.9% |
| All | +279.5% | +99.2% | +180.3% | +186.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling