+287.5%
UNP vs DRI
+355.9%
-68.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -0.7% | -1.2% | +0.5% | -0.4% |
| 30D | -1.1% | -0.4% | -0.7% | -1.2% |
| 3M | +7.9% | +9.5% | -1.7% | +4.2% |
| 6M | +14.6% | +6.5% | +8.2% | +11.5% |
| YTD | +26.6% | +18.4% | +8.2% | +18.6% |
| 1Y | +35.6% | +4.2% | +31.4% | +32.0% |
| 3Y | +45.5% | +57.1% | -11.6% | +22.0% |
| 5Y | +50.0% | +70.4% | -20.4% | +20.2% |
| All | +287.5% | +355.9% | -68.4% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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