+9,283.6%
UNP vs DTE
+3,521.9%
+5,761.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -0.7% | +0.9% | -1.6% | -1.1% |
| 30D | -1.1% | -1.9% | +0.7% | -0.4% |
| 3M | +7.9% | -3.3% | +11.2% | +9.3% |
| 6M | +14.6% | -7.1% | +21.8% | +18.1% |
| YTD | +26.6% | +8.1% | +18.5% | +22.1% |
| 1Y | +35.6% | +5.3% | +30.3% | +32.1% |
| 3Y | +45.5% | +48.2% | -2.7% | +20.9% |
| 5Y | +50.0% | +33.2% | +16.8% | +29.7% |
| 10Y | +271.8% | +137.5% | +134.3% | +146.3% |
| All | +9,283.6% | +3,521.9% | +5,761.7% | +2,196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling