+237.9%
INTU vs UNP
+293.6%
-55.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.1% |
| 7D | -1.2% | -0.9% | -0.3% | -0.8% |
| 30D | +12.4% | +8.0% | +4.4% | +8.5% |
| 3M | +2.3% | +3.3% | -1.1% | +0.7% |
| 6M | -13.3% | +14.7% | -28.0% | -19.2% |
| YTD | -47.9% | +31.9% | -79.8% | -55.5% |
| 1Y | -47.2% | +37.1% | -84.3% | -55.8% |
| 3Y | -33.9% | +51.9% | -85.8% | -48.9% |
| 5Y | -41.3% | +39.3% | -80.6% | -53.1% |
| 10Y | +237.9% | +284.1% | -46.2% | +67.7% |
| All | +237.9% | +293.6% | -55.7% | +67.7% |
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