+15.4%
ORCL vs UNP
+53.9%
-38.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | +10.4% | +2.1% | +8.3% | +10.3% |
| 30D | -11.2% | +7.7% | -19.0% | -11.4% |
| 3M | -16.8% | +4.0% | -20.8% | -16.7% |
| 6M | -31.5% | +15.7% | -47.1% | -32.2% |
| YTD | -33.9% | +33.5% | -67.4% | -36.7% |
| 1Y | -43.3% | +38.9% | -82.2% | -46.3% |
| All | +15.4% | +53.9% | -38.6% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling