+998.2%
C vs UNP
+9,708.2%
-8,710.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +2.2% |
| 7D | -2.4% | -4.6% | +2.2% | +0.7% |
| 30D | -6.0% | +5.6% | -11.6% | -9.4% |
| 3M | -10.5% | -1.3% | -9.2% | -10.2% |
| 6M | -5.7% | +9.2% | -15.0% | -12.4% |
| YTD | +4.1% | +27.3% | -23.2% | -13.3% |
| 1Y | +20.5% | +35.9% | -15.4% | -4.0% |
| 3Y | +208.1% | +45.5% | +162.7% | +132.3% |
| 5Y | +110.4% | +36.0% | +74.4% | +62.1% |
| 10Y | +234.6% | +307.2% | -72.6% | +26.5% |
| All | +998.2% | +9,708.2% | -8,710.0% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling