+49.4%
UNP vs DOCS
-21.0%
+70.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.5% |
| 7D | -4.6% | -0.8% | -3.8% | -4.5% |
| 30D | +5.6% | +17.4% | -11.8% | +5.0% |
| 3M | -1.3% | +57.4% | -58.7% | -3.2% |
| 6M | +9.2% | +26.5% | -17.3% | +7.8% |
| YTD | +27.3% | -26.6% | +53.9% | +28.6% |
| 1Y | +35.9% | -48.1% | +84.0% | +39.4% |
| 3Y | +45.5% | +52.6% | -7.2% | +39.2% |
| 5Y | +36.0% | -52.1% | +88.1% | +32.3% |
| All | +49.4% | -21.0% | +70.4% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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