+244.8%
ORCL vs UNP
+301.6%
-56.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.7% |
| 7D | -11.2% | -4.6% | -6.6% | -9.8% |
| 30D | -18.8% | +5.6% | -24.5% | -20.5% |
| 3M | -18.8% | -1.3% | -17.5% | -18.6% |
| 6M | -39.7% | +9.2% | -49.0% | -42.3% |
| YTD | -39.6% | +27.3% | -67.0% | -45.9% |
| 1Y | -51.7% | +35.9% | -87.7% | -58.0% |
| 3Y | +10.2% | +45.5% | -35.2% | -8.3% |
| 5Y | +30.8% | +36.0% | -5.2% | +10.1% |
| All | +244.8% | +301.6% | -56.8% | +113.1% |
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