+45.5%
UNP vs DLR
+57.6%
-12.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -0.7% | +3.4% | -4.1% | -1.3% |
| 30D | -1.1% | -2.2% | +1.1% | -0.8% |
| 3M | +7.9% | +4.7% | +3.1% | +6.8% |
| 6M | +14.6% | +9.0% | +5.6% | +12.5% |
| YTD | +26.6% | +24.1% | +2.4% | +21.3% |
| 1Y | +35.6% | +20.9% | +14.6% | +30.2% |
| 3Y | +45.5% | +60.0% | -14.5% | +30.0% |
| All | +45.5% | +57.6% | -12.1% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling