+34.6%
UNP vs DG
+17.9%
+16.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.1% |
| 7D | -1.7% | -4.8% | +3.1% | -1.5% |
| 30D | -2.1% | +1.8% | -3.9% | -2.3% |
| 3M | +5.4% | +14.5% | -9.0% | +4.2% |
| 6M | +13.4% | -13.6% | +26.9% | +15.6% |
| YTD | +25.0% | -4.8% | +29.8% | +26.3% |
| 1Y | +34.6% | +21.6% | +13.0% | +32.4% |
| All | +34.6% | +17.9% | +16.6% | +32.4% |
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 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