+51.7%
UNP vs DKS
+15.5%
+36.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -1.7% | -2.9% | +1.2% | -1.4% |
| 30D | -2.1% | -37.7% | +35.6% | +3.5% |
| 3M | +5.4% | -38.9% | +44.4% | +11.7% |
| 6M | +13.4% | -31.1% | +44.5% | +17.3% |
| YTD | +25.0% | -31.8% | +56.8% | +29.5% |
| 1Y | +34.6% | -38.0% | +72.6% | +41.1% |
| 3Y | +43.6% | +28.6% | +15.0% | +33.2% |
| 5Y | +51.7% | +12.5% | +39.2% | +38.8% |
| All | +51.7% | +15.5% | +36.2% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling