+43.8%
UNP vs DKS
+27.5%
+16.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -1.7% | -2.9% | +1.2% | -1.3% |
| 30D | -2.1% | -37.7% | +35.6% | +3.9% |
| 3M | +5.4% | -38.9% | +44.4% | +12.1% |
| 6M | +13.4% | -31.1% | +44.5% | +17.2% |
| YTD | +25.0% | -31.8% | +56.8% | +29.4% |
| 1Y | +34.6% | -38.0% | +72.6% | +41.3% |
| All | +43.8% | +27.5% | +16.2% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling