-45.2%
INTU vs UNP
+44.1%
-89.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.6% |
| 7D | +8.7% | +3.6% | +5.1% | +9.0% |
| 30D | +25.9% | +11.4% | +14.5% | +27.4% |
| 3M | +10.7% | +4.6% | +6.1% | +11.0% |
| 6M | -11.6% | +18.3% | -29.9% | -7.5% |
| YTD | -45.4% | +35.4% | -80.8% | -41.5% |
| 1Y | -45.2% | +42.6% | -87.8% | -44.6% |
| All | -45.2% | +44.1% | -89.3% | -44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling