+508.4%
F vs UNP
+9,708.2%
-9,199.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.7% |
| 7D | +1.6% | -4.6% | +6.1% | +4.1% |
| 30D | +2.6% | +5.6% | -3.0% | -0.4% |
| 3M | -8.8% | -1.3% | -7.5% | -8.4% |
| 6M | +4.6% | +9.2% | -4.6% | -1.3% |
| YTD | -1.9% | +27.3% | -29.2% | -15.2% |
| 1Y | -0.8% | +35.9% | -36.7% | -17.2% |
| 3Y | +43.5% | +45.5% | -2.0% | +15.1% |
| 5Y | -12.1% | +36.0% | -48.0% | -27.0% |
| 10Y | +83.6% | +307.2% | -223.6% | -15.3% |
| All | +508.4% | +9,708.2% | -9,199.8% | -33.3% |
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