+310.1%
COP vs UNP
+293.6%
+16.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | 0.0% |
| 7D | -6.1% | -0.9% | -5.2% | -5.7% |
| 30D | +1.1% | +8.0% | -6.9% | -4.5% |
| 3M | +10.9% | +3.3% | +7.6% | +7.7% |
| 6M | +20.8% | +14.7% | +6.0% | +8.1% |
| YTD | +48.0% | +31.9% | +16.1% | +18.5% |
| 1Y | +58.5% | +37.1% | +21.4% | +23.4% |
| 3Y | +28.1% | +51.9% | -23.7% | -10.3% |
| 5Y | +120.5% | +39.3% | +81.1% | +58.6% |
| 10Y | +310.1% | +284.1% | +26.0% | +50.7% |
| All | +310.1% | +293.6% | +16.5% | +50.7% |
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