+45.4%
ORCL vs UNP
+41.3%
+4.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +10.4% | +2.1% | +8.3% | +10.0% |
| 30D | -11.2% | +7.7% | -19.0% | -12.5% |
| 3M | -16.8% | +4.0% | -20.8% | -17.4% |
| 6M | -31.5% | +15.7% | -47.1% | -34.0% |
| YTD | -33.9% | +33.5% | -67.4% | -39.3% |
| 1Y | -43.3% | +38.9% | -82.2% | -48.6% |
| 3Y | +16.5% | +53.7% | -37.2% | +0.1% |
| 5Y | +45.4% | +40.4% | +5.0% | +26.9% |
| All | +45.4% | +41.3% | +4.1% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling