+278.2%
GE vs UNP
+49.1%
+229.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +2.8% |
| 7D | +6.3% | -3.3% | +9.5% | +7.7% |
| 30D | +8.9% | +6.7% | +2.2% | +6.0% |
| 3M | -9.2% | +1.8% | -11.0% | -9.9% |
| 6M | +13.2% | +13.3% | -0.1% | +6.4% |
| YTD | +9.4% | +30.3% | -20.9% | -3.7% |
| 1Y | +9.8% | +36.9% | -27.1% | -5.6% |
| 3Y | +278.2% | +50.9% | +227.3% | +214.4% |
| All | +278.2% | +49.1% | +229.1% | +214.4% |
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