-1.6%
F vs UNP
+37.2%
-38.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | +0.1% |
| 7D | -0.6% | -3.3% | +2.6% | +0.1% |
| 30D | +2.9% | +6.7% | -3.8% | +1.6% |
| 3M | -9.5% | +1.8% | -11.3% | -9.8% |
| 6M | +4.0% | +13.3% | -9.3% | -0.4% |
| YTD | -1.3% | +30.3% | -31.6% | -13.2% |
| All | -1.6% | +37.2% | -38.8% | -17.0% |
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 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