+590.9%
JPM vs UNP
+285.4%
+305.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.1% |
| 7D | -0.7% | -1.8% | +1.1% | +0.4% |
| 30D | -2.5% | -2.7% | +0.3% | -0.9% |
| 3M | +14.1% | +6.5% | +7.6% | +9.0% |
| 6M | +25.1% | +14.4% | +10.7% | +13.4% |
| YTD | +12.1% | +24.8% | -12.7% | -4.3% |
| 1Y | +18.8% | +34.4% | -15.6% | -3.5% |
| 3Y | +163.4% | +43.6% | +119.8% | +101.5% |
| 5Y | +156.5% | +53.2% | +103.3% | +81.5% |
| All | +590.9% | +285.4% | +305.4% | +179.3% |
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