+4,499.1%
COP vs UNP
+9,939.8%
-5,440.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.4% |
| 7D | -8.4% | -3.3% | -5.2% | -7.1% |
| 30D | +0.3% | +6.7% | -6.4% | -2.9% |
| 3M | +15.1% | +1.8% | +13.3% | +13.7% |
| 6M | +19.8% | +13.3% | +6.4% | +11.9% |
| YTD | +46.8% | +30.3% | +16.5% | +27.7% |
| 1Y | +59.7% | +36.9% | +22.8% | +35.8% |
| 3Y | +28.7% | +50.9% | -22.2% | +3.4% |
| 5Y | +110.7% | +37.9% | +72.8% | +73.7% |
| 10Y | +298.3% | +293.8% | +4.5% | +114.8% |
| All | +4,499.1% | +9,939.8% | -5,440.6% | +712.5% |
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