+38.9%
UNP vs DOCS
-37.2%
+76.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +7.7% | +8.7% | -0.9% | +8.0% |
| 3M | +4.0% | +32.9% | -28.8% | +4.9% |
| 6M | +15.7% | +25.5% | -9.9% | +17.1% |
| YTD | +33.5% | -25.0% | +58.5% | +36.9% |
| 1Y | +38.9% | -34.9% | +73.8% | +45.8% |
| All | +38.9% | -37.2% | +76.2% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling