+34.4%
UNP vs DGX
+32.7%
+1.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -1.8% | -0.9% | -0.9% | -1.6% |
| 30D | -2.7% | -1.2% | -1.6% | -2.4% |
| 3M | +6.5% | +15.8% | -9.3% | +2.6% |
| 6M | +14.4% | +18.2% | -3.8% | +9.6% |
| YTD | +24.8% | +37.2% | -12.4% | +15.8% |
| 1Y | +34.4% | +30.4% | +4.1% | +26.5% |
| All | +34.4% | +32.7% | +1.8% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling