+50.0%
UNP vs DLR
+35.6%
+14.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -0.7% | +3.4% | -4.1% | -1.5% |
| 30D | -1.1% | -2.2% | +1.1% | -0.7% |
| 3M | +7.9% | +4.7% | +3.1% | +6.4% |
| 6M | +14.6% | +9.0% | +5.6% | +11.9% |
| YTD | +26.6% | +24.1% | +2.4% | +19.8% |
| 1Y | +35.6% | +20.9% | +14.6% | +28.7% |
| 3Y | +45.5% | +60.0% | -14.5% | +26.0% |
| 5Y | +50.0% | +35.3% | +14.7% | +30.0% |
| All | +50.0% | +35.6% | +14.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling