+1,268.9%
UNP vs DG
+614.5%
+654.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | +4.2% | +0.3% | +3.9% | +4.2% |
| 30D | +5.6% | +3.2% | +2.4% | +4.9% |
| 3M | +2.0% | +10.4% | -8.4% | +0.1% |
| 6M | +15.4% | +33.2% | -17.8% | +9.2% |
| YTD | +32.7% | +3.0% | +29.8% | +30.9% |
| 1Y | +39.4% | +31.2% | +8.2% | +31.3% |
| 3Y | +54.3% | +21.8% | +32.5% | +41.8% |
| 5Y | +39.6% | -35.0% | +74.6% | +45.2% |
| 10Y | +288.9% | +106.0% | +182.8% | +205.7% |
| All | +1,268.9% | +614.5% | +654.4% | +667.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling