+615.0%
F vs UNP
+9,690.0%
-9,075.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 6M | +16.8% | +9.7% | +7.2% | +9.8% |
| YTD | +15.3% | +27.1% | -11.8% | -0.2% |
| 1Y | +31.0% | +32.6% | -1.6% | +10.7% |
| 3Y | +45.4% | +40.0% | +5.4% | +19.1% |
| 5Y | +54.7% | +50.8% | +3.8% | +21.5% |
| 10Y | +98.2% | +278.6% | -180.4% | -5.3% |
| All | +615.0% | +9,690.0% | -9,075.0% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling