-52.7%
INTU vs UNP
+33.7%
-86.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.7% |
| 7D | -8.5% | -1.7% | -6.7% | -8.7% |
| 30D | -6.1% | -2.1% | -4.0% | -6.3% |
| 3M | +7.3% | +5.4% | +1.9% | +9.0% |
| 6M | -33.2% | +13.4% | -46.6% | -30.1% |
| YTD | -52.2% | +25.0% | -77.1% | -50.4% |
| 1Y | -52.7% | +34.6% | -87.3% | -54.0% |
| All | -52.7% | +33.7% | -86.4% | -54.0% |
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