+50.0%
UNP vs DT
-28.6%
+78.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.1% |
| 7D | -0.7% | -4.9% | +4.1% | -0.3% |
| 30D | -1.1% | +2.7% | -3.8% | -1.5% |
| 3M | +7.9% | +20.0% | -12.1% | +5.5% |
| 6M | +14.6% | +28.0% | -13.4% | +10.8% |
| YTD | +26.6% | +16.0% | +10.5% | +23.7% |
| 1Y | +35.6% | +0.7% | +34.8% | +35.1% |
| 3Y | +45.5% | +6.2% | +39.3% | +42.5% |
| 5Y | +50.0% | -28.1% | +78.1% | +44.6% |
| All | +50.0% | -28.6% | +78.6% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling