+112.1%
UNP vs DOW
-15.8%
+127.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +1.2% |
| 7D | -5.3% | -2.4% | -3.0% | -4.6% |
| 30D | -1.5% | +0.4% | -1.9% | -2.0% |
| 3M | +10.3% | -14.4% | +24.7% | +15.4% |
| 6M | +9.7% | -7.0% | +16.6% | +9.2% |
| YTD | +27.1% | +30.2% | -3.1% | +10.4% |
| 1Y | +32.6% | +29.2% | +3.4% | +13.8% |
| 3Y | +40.0% | -36.7% | +76.7% | +57.0% |
| 5Y | +50.8% | -37.7% | +88.5% | +67.2% |
| All | +112.1% | -15.8% | +127.9% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling