+336.7%
COP vs UNP
+286.3%
+50.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.0% |
| 7D | +4.4% | +4.2% | +0.2% | +1.5% |
| 30D | 0.0% | +5.6% | -5.6% | -4.1% |
| 3M | +15.0% | +2.0% | +13.0% | +12.7% |
| 6M | +22.0% | +15.4% | +6.6% | +8.8% |
| YTD | +55.3% | +32.7% | +22.6% | +23.9% |
| 1Y | +64.1% | +39.4% | +24.7% | +26.2% |
| 3Y | +34.1% | +54.3% | -20.2% | -7.3% |
| 5Y | +133.4% | +39.6% | +93.7% | +67.7% |
| All | +336.7% | +286.3% | +50.4% | +61.4% |
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