+277.6%
UNP vs DLTR
+45.3%
+232.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.8% | -10.1% | +8.3% | 0.0% |
| 30D | -2.7% | -8.1% | +5.4% | -1.4% |
| 3M | +6.5% | +2.9% | +3.6% | +5.6% |
| 6M | +14.4% | +4.3% | +10.0% | +12.4% |
| YTD | +24.8% | -3.9% | +28.7% | +24.3% |
| 1Y | +34.4% | +18.9% | +15.5% | +28.2% |
| 3Y | +43.6% | +1.9% | +41.7% | +37.6% |
| 5Y | +53.2% | +31.0% | +22.2% | +32.8% |
| All | +277.6% | +45.3% | +232.4% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling