+282.5%
UNP vs DLR
+168.0%
+114.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -1.7% | +2.9% | -4.6% | -2.4% |
| 30D | -2.1% | -1.2% | -1.0% | -1.9% |
| 3M | +5.4% | +2.9% | +2.5% | +4.2% |
| 6M | +13.4% | +6.7% | +6.7% | +10.9% |
| YTD | +25.0% | +23.9% | +1.1% | +17.4% |
| 1Y | +34.6% | +18.6% | +15.9% | +27.5% |
| 3Y | +43.6% | +59.7% | -16.1% | +23.0% |
| 5Y | +51.7% | +42.1% | +9.7% | +31.2% |
| 10Y | +282.5% | +176.7% | +105.8% | +190.0% |
| All | +282.5% | +168.0% | +114.5% | +190.0% |
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