+45.8%
F vs UNP
+53.9%
-8.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.5% | -3.2% |
| 7D | -3.9% | +2.1% | -6.0% | -5.0% |
| 30D | -0.5% | +7.7% | -8.2% | -4.4% |
| 3M | -12.9% | +4.0% | -17.0% | -14.9% |
| 6M | +1.5% | +15.7% | -14.1% | -7.7% |
| YTD | -5.0% | +33.5% | -38.5% | -22.2% |
| 1Y | -7.3% | +38.9% | -46.3% | -26.3% |
| All | +45.8% | +53.9% | -8.1% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling