+277.6%
UNP vs DKS
+203.5%
+74.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | -1.8% | -3.0% | +1.2% | -1.3% |
| 30D | -2.7% | -33.4% | +30.6% | +3.1% |
| 3M | +6.5% | -39.4% | +45.9% | +14.6% |
| 6M | +14.4% | -30.1% | +44.5% | +19.3% |
| YTD | +24.8% | -31.0% | +55.8% | +30.4% |
| 1Y | +34.4% | -40.2% | +74.6% | +43.7% |
| 3Y | +43.6% | +30.9% | +12.6% | +29.2% |
| 5Y | +53.2% | +14.0% | +39.2% | +35.8% |
| All | +277.6% | +203.5% | +74.2% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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