+45.5%
UNP vs DG
+10.3%
+35.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.3% |
| 7D | -0.7% | -2.5% | +1.7% | -0.7% |
| 30D | -1.1% | +1.0% | -2.2% | -1.2% |
| 3M | +7.9% | +20.3% | -12.5% | +7.0% |
| 6M | +14.6% | -11.7% | +26.4% | +15.2% |
| YTD | +26.6% | -2.3% | +28.9% | +26.7% |
| 1Y | +35.6% | +20.0% | +15.6% | +34.6% |
| 3Y | +45.5% | +7.2% | +38.3% | +43.9% |
| All | +45.5% | +10.3% | +35.2% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling