+9,411.2%
INTC vs UNP
+10,123.3%
-712.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +6.0% | +4.2% | +1.8% | +4.1% |
| 30D | -39.2% | +5.6% | -44.8% | -40.9% |
| 3M | -42.9% | +2.0% | -45.0% | -43.9% |
| 6M | -50.4% | +15.4% | -65.8% | -54.4% |
| YTD | +61.7% | +32.7% | +29.0% | +38.6% |
| 1Y | +66.1% | +39.4% | +26.7% | +39.1% |
| 3Y | +58.1% | +54.3% | +3.8% | +27.0% |
| 5Y | +27.9% | +39.6% | -11.8% | +6.1% |
| 10Y | +111.1% | +288.9% | -177.7% | +10.3% |
| All | +9,411.2% | +10,123.3% | -712.2% | +1,129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling