+39.3%
UNP vs DG
-31.9%
+71.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.2% |
| 7D | -0.9% | +5.2% | -6.1% | -1.3% |
| 30D | +8.0% | +7.9% | +0.1% | +7.3% |
| 3M | +3.3% | +12.7% | -9.4% | +2.3% |
| 6M | +14.7% | +22.4% | -7.7% | +12.7% |
| YTD | +31.9% | +5.4% | +26.5% | +31.1% |
| 1Y | +37.1% | +39.4% | -2.3% | +33.0% |
| 3Y | +51.9% | +24.1% | +27.7% | +45.8% |
| 5Y | +39.3% | -32.2% | +71.5% | +47.5% |
| All | +39.3% | -31.9% | +71.2% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling