+5,000.9%
UNP vs DVA
+4,923.3%
+77.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +4.2% | -8.8% | +13.0% | +5.4% |
| 30D | +5.6% | -3.4% | +9.0% | +5.9% |
| 3M | +2.0% | -2.6% | +4.6% | +2.1% |
| 6M | +15.4% | -11.9% | +27.3% | +16.6% |
| YTD | +32.7% | +53.6% | -20.9% | +24.2% |
| 1Y | +39.4% | +41.9% | -2.4% | +31.8% |
| 3Y | +54.3% | +97.5% | -43.2% | +38.8% |
| 5Y | +39.6% | +65.0% | -25.3% | +25.9% |
| 10Y | +288.9% | +193.2% | +95.6% | +223.2% |
| All | +5,000.9% | +4,923.3% | +77.6% | +3,208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling