-3.3%
F vs UNP
+36.7%
-40.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +1.0% | -0.9% | +1.9% | +1.2% |
| 30D | +2.1% | +8.0% | -5.9% | +0.6% |
| 3M | -10.3% | +3.3% | -13.6% | -10.9% |
| 6M | +3.3% | +14.7% | -11.4% | -1.4% |
| YTD | -2.0% | +31.9% | -33.9% | -14.1% |
| All | -3.3% | +36.7% | -40.0% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling