+101.5%
UNP vs DT
+70.5%
+31.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -0.9% | -7.5% | +6.6% | +0.2% |
| 30D | +8.0% | -31.5% | +39.5% | +13.8% |
| 3M | +3.3% | -14.0% | +17.3% | +5.1% |
| 6M | +14.7% | +6.9% | +7.9% | +12.1% |
| YTD | +31.9% | +0.3% | +31.6% | +29.4% |
| 1Y | +37.1% | -6.9% | +44.0% | +36.2% |
| 3Y | +51.9% | -13.9% | +65.8% | +50.9% |
| 5Y | +39.3% | -39.9% | +79.2% | +42.9% |
| All | +101.5% | +70.5% | +31.0% | +46.7% |
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