+54.0%
UNP vs DTE
+31.2%
+22.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.9% |
| 7D | -1.2% | -2.0% | +0.8% | -0.3% |
| 30D | -2.0% | -2.4% | +0.4% | -1.0% |
| 3M | +7.5% | -7.3% | +14.8% | +11.0% |
| 6M | +15.3% | -7.6% | +23.0% | +19.2% |
| YTD | +25.4% | +5.8% | +19.6% | +21.9% |
| 1Y | +35.6% | +2.3% | +33.3% | +33.6% |
| 3Y | +44.1% | +45.0% | -0.9% | +18.5% |
| 5Y | +54.0% | +33.2% | +20.8% | +31.3% |
| All | +54.0% | +31.2% | +22.7% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling