+3,496.0%
UNP vs DGX
+8,778.1%
-5,282.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 3M | +6.5% | +15.8% | -9.3% | +3.0% |
| 6M | +14.4% | +18.2% | -3.8% | +9.9% |
| YTD | +24.8% | +37.2% | -12.4% | +15.8% |
| 1Y | +34.4% | +30.4% | +4.1% | +26.0% |
| 3Y | +43.6% | +96.7% | -53.1% | +21.6% |
| 5Y | +53.2% | +67.2% | -13.9% | +33.5% |
| 10Y | +282.1% | +253.9% | +28.1% | +177.8% |
| All | +3,496.0% | +8,778.1% | -5,282.1% | +1,380.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling