+91.6%
UNP vs DT
+101.6%
-10.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.1% |
| 7D | -1.2% | -2.5% | +1.4% | -0.8% |
| 30D | -2.0% | +3.5% | -5.5% | -2.6% |
| 3M | +7.5% | +26.7% | -19.2% | +3.3% |
| 6M | +15.3% | +36.1% | -20.8% | +8.7% |
| YTD | +25.4% | +18.6% | +6.8% | +20.5% |
| 1Y | +35.6% | +7.9% | +27.7% | +32.3% |
| 3Y | +44.1% | +8.6% | +35.6% | +38.5% |
| 5Y | +54.0% | -26.7% | +80.6% | +53.2% |
| All | +91.6% | +101.6% | -10.1% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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