+124.5%
COST vs UNP
+39.6%
+84.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +5.0% | +4.2% | +0.8% | +3.7% |
| 30D | +12.8% | +5.6% | +7.2% | +11.0% |
| 3M | +15.2% | +2.0% | +13.1% | +14.4% |
| 6M | +7.4% | +15.4% | -8.0% | +2.6% |
| YTD | +29.0% | +32.7% | -3.7% | +17.4% |
| 1Y | +20.3% | +39.4% | -19.1% | +7.6% |
| 3Y | +99.0% | +54.3% | +44.7% | +67.0% |
| All | +124.5% | +39.6% | +84.9% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling