+103.9%
UNP vs DT
+76.1%
+27.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | +2.1% | +2.7% | -0.6% | +1.7% |
| 30D | +7.7% | -30.4% | +38.1% | +13.3% |
| 3M | +4.0% | -9.4% | +13.4% | +5.0% |
| 6M | +15.7% | +14.5% | +1.2% | +11.8% |
| YTD | +33.5% | +3.6% | +29.9% | +30.3% |
| 1Y | +38.9% | -3.4% | +42.4% | +37.2% |
| 3Y | +53.7% | -11.1% | +64.8% | +51.9% |
| 5Y | +40.4% | -39.5% | +79.9% | +44.1% |
| All | +103.9% | +76.1% | +27.8% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling