+34.4%
UNP vs DLR
+11.7%
+22.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -2.7% | -4.3% | +1.6% | -2.3% |
| 3M | +6.5% | +3.8% | +2.7% | +5.9% |
| 6M | +14.4% | +5.8% | +8.5% | +13.2% |
| YTD | +24.8% | +23.5% | +1.3% | +21.1% |
| 1Y | +34.4% | +11.1% | +23.3% | +32.6% |
| All | +34.4% | +11.7% | +22.7% | +32.6% |
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