+18.3%
UNP vs DOCS
+38.8%
-20.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.7% | +1.8% |
| 7D | +3.6% | +1.2% | +2.4% | +3.6% |
| 30D | +11.4% | +21.3% | -10.0% | +11.9% |
| 3M | +4.6% | +58.4% | -53.8% | +6.3% |
| 6M | +18.3% | +39.3% | -21.0% | +19.9% |
| All | +18.3% | +38.8% | -20.5% | +19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling