+309.0%
UNP vs DOC
+14.9%
+294.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -1.3% | +6.2% | -7.5% | -3.3% |
| 30D | +7.7% | +6.5% | +1.2% | +5.4% |
| 3M | +1.3% | -6.2% | +7.5% | +3.3% |
| 6M | +14.0% | +25.6% | -11.6% | +4.8% |
| YTD | +30.8% | +32.1% | -1.3% | +17.6% |
| 1Y | +40.0% | +20.3% | +19.7% | +29.9% |
| 3Y | +50.1% | +42.7% | +7.3% | +29.3% |
| 5Y | +39.6% | -22.2% | +61.8% | +46.8% |
| All | +309.0% | +14.9% | +294.1% | +280.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling