+32.6%
UNP vs DOC
+23.9%
+8.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | -5.3% | -1.5% | -3.9% | -5.1% |
| 30D | -1.5% | -4.8% | +3.2% | -0.8% |
| 3M | +10.3% | +6.9% | +3.4% | +9.3% |
| 6M | +9.7% | +20.7% | -11.1% | +7.3% |
| YTD | +27.1% | +34.1% | -7.1% | +22.4% |
| 1Y | +32.6% | +22.6% | +9.9% | +29.3% |
| All | +32.6% | +23.9% | +8.7% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling