+220.1%
C vs UNP
+321.0%
-100.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +0.8% |
| 7D | -0.9% | -3.3% | +2.3% | +1.5% |
| 30D | -5.4% | +6.7% | -12.1% | -9.8% |
| 3M | -9.2% | +1.8% | -10.9% | -10.8% |
| 6M | -1.8% | +13.3% | -15.2% | -11.8% |
| YTD | +6.7% | +30.3% | -23.7% | -14.6% |
| 1Y | +23.5% | +36.9% | -13.4% | -4.8% |
| 3Y | +219.8% | +50.9% | +168.8% | +125.1% |
| 5Y | +112.4% | +37.9% | +74.5% | +55.2% |
| 10Y | +220.1% | +293.8% | -73.7% | +11.7% |
| All | +220.1% | +321.0% | -100.9% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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