+43.8%
UNP vs DOW
-35.5%
+79.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -1.7% | -6.0% | +4.3% | -0.6% |
| 30D | -2.1% | -2.7% | +0.6% | -1.7% |
| 3M | +5.4% | -10.5% | +15.9% | +7.4% |
| 6M | +13.4% | -12.4% | +25.8% | +14.4% |
| YTD | +25.0% | +30.0% | -5.1% | +13.2% |
| 1Y | +34.6% | +27.8% | +6.8% | +21.7% |
| All | +43.8% | -35.5% | +79.2% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling