+6,322.6%
UNP vs DLTR
+11,640.8%
-5,318.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -5.3% | +2.5% | -7.8% | -5.7% |
| 30D | -1.5% | +2.1% | -3.6% | -1.9% |
| 3M | +10.3% | +20.3% | -10.0% | +7.1% |
| 6M | +9.7% | +11.5% | -1.8% | +7.0% |
| YTD | +27.1% | +6.8% | +20.3% | +24.6% |
| 1Y | +32.6% | +31.1% | +1.5% | +25.8% |
| 3Y | +40.0% | +10.7% | +29.3% | +33.1% |
| 5Y | +50.8% | +41.6% | +9.2% | +35.6% |
| 10Y | +278.6% | +58.1% | +220.5% | +226.2% |
| All | +6,322.6% | +11,640.8% | -5,318.3% | +3,092.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling