+288.4%
UNP vs DLR
+188.5%
+99.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.1% | -2.0% | -0.1% | -1.6% |
| 30D | +7.3% | +0.5% | +6.8% | +7.0% |
| 3M | +3.6% | -4.4% | +8.1% | +4.5% |
| 6M | +15.8% | -6.4% | +22.3% | +17.0% |
| YTD | +32.6% | +19.5% | +13.1% | +25.3% |
| 1Y | +37.2% | +10.5% | +26.7% | +32.2% |
| 3Y | +52.6% | +54.0% | -1.4% | +31.3% |
| 5Y | +40.6% | +39.7% | +0.9% | +21.4% |
| 10Y | +288.4% | +189.5% | +98.9% | +189.8% |
| All | +288.4% | +188.5% | +99.9% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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