+277.6%
UNP vs DGX
+255.3%
+22.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | -1.8% | -0.9% | -0.9% | -1.5% |
| 30D | -2.7% | -1.2% | -1.6% | -2.4% |
| 3M | +6.5% | +15.8% | -9.3% | +1.3% |
| 6M | +14.4% | +18.2% | -3.8% | +7.8% |
| YTD | +24.8% | +37.2% | -12.4% | +11.7% |
| 1Y | +34.4% | +30.4% | +4.1% | +22.2% |
| 3Y | +43.6% | +96.7% | -53.1% | +11.5% |
| 5Y | +53.2% | +67.2% | -13.9% | +24.2% |
| All | +277.6% | +255.3% | +22.3% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling