+108.3%
UNP vs DOW
-17.0%
+125.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | -1.8% | -1.4% | -0.4% | -1.3% |
| 30D | -2.7% | -3.9% | +1.2% | -1.6% |
| 3M | +6.5% | -12.7% | +19.2% | +10.8% |
| 6M | +14.4% | -13.7% | +28.1% | +17.2% |
| YTD | +24.8% | +28.4% | -3.6% | +8.9% |
| 1Y | +34.4% | +21.8% | +12.7% | +18.2% |
| 3Y | +43.6% | -35.7% | +79.3% | +59.7% |
| 5Y | +53.2% | -36.8% | +90.0% | +68.6% |
| All | +108.3% | -17.0% | +125.3% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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