+143.8%
GOOGL vs UNP
+43.1%
+100.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | -1.9% | -1.7% | -0.1% | -1.5% |
| 30D | -7.5% | -2.1% | -5.3% | -7.1% |
| 3M | -9.2% | +5.4% | -14.6% | -10.5% |
| 6M | +8.1% | +13.4% | -5.3% | +4.6% |
| YTD | +5.8% | +25.0% | -19.1% | -0.1% |
| 1Y | +38.3% | +34.6% | +3.8% | +27.9% |
| All | +143.8% | +43.1% | +100.6% | +116.1% |
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