+2,769.8%
UNP vs DLR
+3,595.6%
-825.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -5.3% | +1.6% | -6.9% | -5.8% |
| 30D | -1.5% | -3.4% | +1.8% | -0.5% |
| 3M | +10.3% | +0.5% | +9.8% | +9.4% |
| 6M | +9.7% | +4.6% | +5.1% | +7.2% |
| YTD | +27.1% | +23.4% | +3.7% | +17.3% |
| 1Y | +32.6% | +19.0% | +13.5% | +23.3% |
| 3Y | +40.0% | +56.5% | -16.5% | +15.5% |
| 5Y | +50.8% | +33.3% | +17.5% | +28.0% |
| 10Y | +278.6% | +165.1% | +113.5% | +137.2% |
| All | +2,769.8% | +3,595.6% | -825.9% | +627.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling