+37.2%
UNP vs DLR
+9.7%
+27.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.1% | -2.0% | -0.1% | -1.9% |
| 30D | +7.3% | +0.5% | +6.8% | +7.3% |
| 3M | +3.6% | -4.4% | +8.1% | +4.0% |
| 6M | +15.8% | -6.4% | +22.3% | +17.0% |
| YTD | +32.6% | +19.5% | +13.1% | +29.6% |
| 1Y | +37.2% | +10.5% | +26.7% | +35.1% |
| All | +37.2% | +9.7% | +27.6% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling