+277.6%
UNP vs DTE
+137.8%
+139.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.2% |
| 7D | -1.8% | -2.6% | +0.8% | -0.5% |
| 30D | -2.7% | -4.4% | +1.7% | -0.6% |
| 3M | +6.5% | -8.3% | +14.8% | +11.0% |
| 6M | +14.4% | -8.1% | +22.5% | +18.9% |
| YTD | +24.8% | +4.4% | +20.4% | +21.7% |
| 1Y | +34.4% | +0.2% | +34.2% | +33.5% |
| 3Y | +43.6% | +42.6% | +1.0% | +17.3% |
| 5Y | +53.2% | +31.5% | +21.8% | +29.4% |
| All | +277.6% | +137.8% | +139.8% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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