+3.6%
GOOG vs UNP
+44.1%
-40.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.6% | +3.3% |
| 7D | -10.7% | +3.6% | -14.3% | -10.6% |
| 30D | -16.4% | +11.4% | -27.8% | -16.2% |
| 3M | -23.4% | +4.6% | -28.0% | -23.1% |
| 6M | -24.2% | +18.3% | -42.5% | -25.0% |
| YTD | -8.3% | +35.4% | -43.7% | -10.0% |
| 1Y | +3.6% | +42.6% | -39.0% | +1.3% |
| All | +3.6% | +44.1% | -40.5% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling