+44.3%
UNP vs DVA
+89.4%
-45.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -2.0% | +1.7% | -3.6% | -2.2% |
| 3M | +7.5% | -8.7% | +16.2% | +8.3% |
| 6M | +15.3% | +19.7% | -4.3% | +11.3% |
| YTD | +25.4% | +59.6% | -34.2% | +15.6% |
| 1Y | +35.6% | +37.1% | -1.5% | +27.4% |
| All | +44.3% | +89.4% | -45.1% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling