+54.0%
UNP vs DOCN
+74.7%
-20.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.7% |
| 7D | -4.6% | -19.2% | +14.6% | -3.7% |
| 30D | +5.6% | -43.1% | +48.7% | +8.0% |
| 3M | -1.3% | -40.7% | +39.4% | +0.4% |
| 6M | +9.2% | -55.0% | +64.2% | +12.2% |
| YTD | +27.3% | +50.6% | -23.3% | +19.5% |
| 1Y | +35.9% | +54.0% | -18.0% | +27.2% |
| 3Y | +45.5% | +203.9% | -158.4% | +28.1% |
| 5Y | +36.0% | -29.4% | +65.3% | +20.8% |
| All | +54.0% | +74.7% | -20.6% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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