-29.9%
INTU vs UNP
+46.2%
-76.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.1% | -3.2% |
| 7D | +0.1% | -4.6% | +4.7% | +1.1% |
| 30D | +15.4% | +5.6% | +9.8% | +14.4% |
| 3M | +6.6% | -1.3% | +7.9% | +7.0% |
| 6M | -11.3% | +9.2% | -20.6% | -12.5% |
| YTD | -47.7% | +27.3% | -75.1% | -50.8% |
| 1Y | -47.0% | +35.9% | -82.9% | -51.4% |
| 3Y | -29.9% | +45.5% | -75.4% | -38.0% |
| All | -29.9% | +46.2% | -76.2% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling