+740.7%
GOOGL vs UNP
+287.3%
+453.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -2.8% | -1.2% | -1.7% | -2.3% |
| 30D | -3.2% | -2.0% | -1.2% | -2.4% |
| 3M | -6.6% | +7.5% | -14.1% | -10.0% |
| 6M | +8.5% | +15.3% | -6.9% | +1.1% |
| YTD | +6.5% | +25.4% | -18.9% | -4.7% |
| 1Y | +39.4% | +35.6% | +3.8% | +20.3% |
| 3Y | +146.2% | +44.1% | +102.0% | +101.9% |
| 5Y | +138.3% | +54.0% | +84.4% | +87.3% |
| All | +740.7% | +287.3% | +453.3% | +404.6% |
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