+58.2%
UNP vs DOCN
+70.4%
-12.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -15.9% | +12.4% | -2.7% |
| 7D | -1.3% | -29.3% | +28.0% | +0.1% |
| 30D | +7.7% | -46.0% | +53.7% | +10.4% |
| 3M | +1.3% | -43.2% | +44.5% | +3.3% |
| 6M | +14.0% | -53.7% | +67.7% | +16.8% |
| YTD | +30.8% | +46.9% | -16.2% | +22.8% |
| 1Y | +40.0% | +54.3% | -14.4% | +30.9% |
| 3Y | +50.1% | +185.5% | -135.5% | +32.5% |
| 5Y | +39.6% | -31.1% | +70.7% | +24.2% |
| All | +58.2% | +70.4% | -12.2% | +42.9% |
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