+111.7%
INTC vs UNP
+51.4%
+60.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.4% | +9.5% | +9.2% |
| 7D | +17.4% | -0.7% | +18.2% | +17.8% |
| 30D | +2.8% | -1.1% | +3.9% | +3.2% |
| 3M | -5.3% | +7.9% | -13.1% | -9.5% |
| 6M | +140.6% | +14.6% | +126.0% | +120.0% |
| YTD | +183.1% | +26.6% | +156.5% | +142.9% |
| 1Y | +326.8% | +35.6% | +291.2% | +250.1% |
| 3Y | +179.4% | +45.5% | +134.0% | +121.8% |
| 5Y | +111.7% | +50.0% | +61.7% | +68.5% |
| All | +111.7% | +51.4% | +60.4% | +68.5% |
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