+40.4%
UNP vs DOW
-27.1%
+67.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.2% |
| 7D | +2.1% | +3.7% | -1.6% | +1.2% |
| 30D | +7.7% | +16.3% | -8.5% | +3.6% |
| 3M | +4.0% | +9.7% | -5.7% | +1.3% |
| 6M | +15.7% | -14.1% | +29.7% | +19.7% |
| YTD | +33.5% | +46.6% | -13.1% | +14.6% |
| 1Y | +38.9% | +56.8% | -17.9% | +16.2% |
| 3Y | +53.7% | -20.4% | +74.0% | +62.2% |
| 5Y | +40.4% | -27.4% | +67.9% | +53.6% |
| All | +40.4% | -27.1% | +67.6% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling