+1,210.9%
UNP vs DG
+606.1%
+604.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -5.3% | +8.4% | -13.7% | -6.7% |
| 30D | -1.5% | +4.9% | -6.5% | -2.4% |
| 3M | +10.3% | +29.3% | -19.1% | +5.1% |
| 6M | +9.7% | -11.3% | +20.9% | +11.4% |
| YTD | +27.1% | +1.8% | +25.3% | +25.8% |
| 1Y | +32.6% | +25.3% | +7.2% | +25.9% |
| 3Y | +40.0% | +9.1% | +30.9% | +31.7% |
| 5Y | +50.8% | -34.9% | +85.7% | +56.9% |
| 10Y | +278.6% | +108.2% | +170.5% | +197.2% |
| All | +1,210.9% | +606.1% | +604.8% | +637.4% |
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 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