+692.8%
GOOGL vs UNP
+286.3%
+406.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +3.9% | +4.2% | -0.4% | +2.1% |
| 30D | -14.9% | +5.6% | -20.5% | -17.0% |
| 3M | -14.6% | +2.0% | -16.6% | -15.6% |
| 6M | -26.4% | +15.4% | -41.9% | -31.6% |
| YTD | -5.3% | +32.7% | -38.0% | -17.7% |
| 1Y | +6.5% | +39.4% | -33.0% | -9.6% |
| 3Y | +126.0% | +54.3% | +71.7% | +78.7% |
| 5Y | +100.8% | +39.6% | +61.2% | +64.5% |
| All | +692.8% | +286.3% | +406.5% | +345.6% |
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