+340.2%
COP vs UNP
+271.6%
+68.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +2.0% |
| 7D | -0.5% | -1.7% | +1.2% | +0.7% |
| 30D | +11.7% | -2.1% | +13.8% | +13.0% |
| 3M | +17.7% | +5.4% | +12.2% | +12.6% |
| 6M | +18.3% | +13.4% | +4.9% | +6.4% |
| YTD | +49.1% | +25.0% | +24.1% | +24.6% |
| 1Y | +53.3% | +34.6% | +18.7% | +21.2% |
| 3Y | +22.2% | +43.6% | -21.5% | -10.6% |
| 5Y | +193.3% | +51.7% | +141.6% | +95.2% |
| 10Y | +340.2% | +282.5% | +57.7% | +61.7% |
| All | +340.2% | +271.6% | +68.6% | +61.7% |
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