+52.2%
UNP vs DOC
-24.5%
+76.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | -5.3% | -1.5% | -3.9% | -4.9% |
| 30D | -1.5% | -4.8% | +3.2% | 0.0% |
| 3M | +10.3% | +6.9% | +3.4% | +7.8% |
| 6M | +9.7% | +20.7% | -11.1% | +2.4% |
| YTD | +27.1% | +34.1% | -7.1% | +14.0% |
| 1Y | +32.6% | +22.6% | +9.9% | +22.5% |
| 3Y | +40.0% | +20.8% | +19.2% | +29.3% |
| All | +52.2% | -24.5% | +76.7% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling