+3,070.4%
UNP vs DKS
+6,292.4%
-3,222.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -5.3% | +3.0% | -8.4% | -6.0% |
| 30D | -1.5% | -30.5% | +29.0% | +5.1% |
| 3M | +10.3% | -35.7% | +45.9% | +19.7% |
| 6M | +9.7% | -29.7% | +39.4% | +15.8% |
| YTD | +27.1% | -28.9% | +56.0% | +33.7% |
| 1Y | +32.6% | -35.9% | +68.4% | +42.2% |
| 3Y | +40.0% | +28.2% | +11.8% | +22.6% |
| 5Y | +50.8% | +11.8% | +39.0% | +29.0% |
| 10Y | +278.6% | +211.6% | +67.0% | +117.6% |
| All | +3,070.4% | +6,292.4% | -3,222.0% | +859.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling