+10,848.8%
JPM vs UNP
+10,123.3%
+725.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +3.5% | +4.2% | -0.7% | +1.0% |
| 30D | +3.3% | +5.6% | -2.3% | 0.0% |
| 3M | -4.2% | +2.0% | -6.2% | -5.6% |
| 6M | +16.4% | +15.4% | +1.0% | +5.9% |
| YTD | +9.5% | +32.7% | -23.2% | -8.8% |
| 1Y | +14.0% | +39.4% | -25.4% | -7.7% |
| 3Y | +153.1% | +54.3% | +98.8% | +90.5% |
| 5Y | +134.9% | +39.6% | +95.2% | +83.5% |
| 10Y | +485.7% | +288.9% | +196.9% | +147.9% |
| All | +10,848.8% | +10,123.3% | +725.5% | +692.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling