+1,497.9%
META vs UNP
+654.3%
+843.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.5% | -2.6% |
| 7D | -3.1% | -1.3% | -1.8% | -2.6% |
| 30D | -18.1% | +7.7% | -25.8% | -20.6% |
| 3M | +2.9% | +1.3% | +1.6% | +1.9% |
| 6M | +0.2% | +14.0% | -13.8% | -5.8% |
| YTD | -8.1% | +30.8% | -38.9% | -18.7% |
| 1Y | -4.5% | +40.0% | -44.5% | -18.0% |
| 3Y | +94.2% | +50.1% | +44.1% | +59.1% |
| 5Y | +79.1% | +39.6% | +39.4% | +50.4% |
| 10Y | +405.9% | +318.1% | +87.8% | +177.0% |
| All | +1,497.9% | +654.3% | +843.6% | +723.0% |
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 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