+34.6%
UNP vs DRI
+3.0%
+31.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.1% |
| 7D | -1.7% | -4.8% | +3.1% | -1.1% |
| 30D | -2.1% | -3.9% | +1.8% | -1.7% |
| 3M | +5.4% | +5.1% | +0.4% | +4.3% |
| 6M | +13.4% | +5.5% | +7.9% | +12.0% |
| YTD | +25.0% | +16.5% | +8.5% | +21.9% |
| 1Y | +34.6% | +2.0% | +32.6% | +29.6% |
| All | +34.6% | +3.0% | +31.5% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling