+243.2%
INTC vs UNP
+287.3%
-44.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.8% |
| 7D | +9.4% | -1.2% | +10.6% | +10.1% |
| 30D | +2.7% | -2.0% | +4.6% | +3.6% |
| 3M | -6.3% | +7.5% | -13.8% | -10.7% |
| 6M | +114.5% | +15.3% | +99.1% | +94.4% |
| YTD | +171.9% | +25.4% | +146.5% | +133.4% |
| 1Y | +305.0% | +35.6% | +269.4% | +231.3% |
| 3Y | +168.3% | +44.1% | +124.2% | +112.4% |
| 5Y | +102.3% | +54.0% | +48.3% | +51.1% |
| All | +243.2% | +287.3% | -44.1% | +72.6% |
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