+780.7%
GOOG vs UNP
+285.4%
+495.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | 0.0% | -1.8% | +1.8% | +0.8% |
| 30D | -2.0% | -2.7% | +0.8% | -0.9% |
| 3M | -5.9% | +6.5% | -12.4% | -8.9% |
| 6M | +8.9% | +14.4% | -5.5% | +1.9% |
| YTD | +7.1% | +24.8% | -17.7% | -3.9% |
| 1Y | +39.7% | +34.4% | +5.3% | +21.0% |
| 3Y | +145.8% | +43.6% | +102.3% | +102.0% |
| 5Y | +138.6% | +53.2% | +85.4% | +87.9% |
| All | +780.7% | +285.4% | +495.2% | +426.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling