+46.0%
F vs UNP
+41.0%
+5.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +5.3% | -5.3% | +10.7% | +8.4% |
| 30D | +4.6% | -1.5% | +6.1% | +5.3% |
| 3M | -3.7% | +10.3% | -13.9% | -9.7% |
| 6M | +16.8% | +9.7% | +7.2% | +9.2% |
| YTD | +15.3% | +27.1% | -11.8% | -2.9% |
| 1Y | +31.0% | +32.6% | -1.6% | +6.9% |
| All | +46.0% | +41.0% | +5.1% | +10.4% |
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