+132.5%
GOOGL vs UNP
+48.4%
+84.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.8% |
| 7D | -1.9% | -1.7% | -0.1% | -1.3% |
| 30D | -7.5% | -2.1% | -5.3% | -6.8% |
| 3M | -9.2% | +5.4% | -14.6% | -11.4% |
| 6M | +8.1% | +13.4% | -5.3% | +2.2% |
| YTD | +5.8% | +25.0% | -19.1% | -4.0% |
| 1Y | +38.3% | +34.6% | +3.8% | +21.4% |
| 3Y | +144.8% | +43.6% | +101.1% | +102.0% |
| 5Y | +132.5% | +51.7% | +80.8% | +83.6% |
| All | +132.5% | +48.4% | +84.1% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling