+53.7%
UNP vs DOCN
+171.0%
-117.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | 0.0% |
| 7D | -5.3% | +1.1% | -6.5% | -5.4% |
| 30D | -1.5% | -9.6% | +8.1% | -1.2% |
| 3M | +10.3% | -37.7% | +47.9% | +12.5% |
| 6M | +9.7% | +115.2% | -105.5% | +2.3% |
| YTD | +27.1% | +133.7% | -106.6% | +17.5% |
| 1Y | +32.6% | +250.2% | -217.6% | +18.6% |
| 3Y | +40.0% | +320.3% | -280.3% | +22.0% |
| 5Y | +50.8% | +53.1% | -2.3% | +32.8% |
| All | +53.7% | +171.0% | -117.3% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling