+4,492.0%
COP vs UNP
+9,690.0%
-5,198.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.2% |
| 7D | +3.0% | -5.3% | +8.3% | +5.6% |
| 30D | +17.5% | -1.5% | +19.0% | +18.1% |
| 3M | +13.4% | +10.3% | +3.1% | +7.8% |
| 6M | +17.7% | +9.7% | +8.1% | +11.5% |
| YTD | +46.6% | +27.1% | +19.5% | +29.4% |
| 1Y | +44.6% | +32.6% | +12.0% | +25.0% |
| 3Y | +20.7% | +40.0% | -19.3% | +0.6% |
| 5Y | +185.0% | +50.8% | +134.2% | +125.8% |
| 10Y | +347.0% | +278.6% | +68.4% | +145.7% |
| All | +4,492.0% | +9,690.0% | -5,198.0% | +723.0% |
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