+606.1%
COST vs UNP
+285.4%
+320.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | -1.2% | -1.8% | +0.6% | -0.7% |
| 30D | -4.7% | -2.7% | -2.0% | -4.0% |
| 3M | -7.1% | +6.5% | -13.6% | -9.0% |
| 6M | -8.5% | +14.4% | -22.9% | -12.4% |
| YTD | +5.4% | +24.8% | -19.4% | -1.8% |
| 1Y | -5.6% | +34.4% | -40.0% | -14.1% |
| 3Y | +68.5% | +43.6% | +24.9% | +48.1% |
| 5Y | +105.2% | +53.2% | +52.0% | +75.8% |
| All | +606.1% | +285.4% | +320.6% | +371.1% |
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