+11,186.3%
JPM vs UNP
+9,690.0%
+1,496.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | -5.3% | +5.6% | +3.5% |
| 30D | -0.2% | -1.5% | +1.4% | +0.6% |
| 3M | +15.9% | +10.3% | +5.6% | +8.8% |
| 6M | +20.9% | +9.7% | +11.3% | +13.3% |
| YTD | +12.9% | +27.1% | -14.2% | -3.4% |
| 1Y | +20.3% | +32.6% | -12.3% | +0.3% |
| 3Y | +160.9% | +40.0% | +121.0% | +108.2% |
| 5Y | +154.8% | +50.8% | +104.0% | +90.2% |
| 10Y | +591.1% | +278.6% | +312.5% | +197.1% |
| All | +11,186.3% | +9,690.0% | +1,496.3% | +739.6% |
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