+91.4%
ORCL vs UNP
+51.0%
+40.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +5.3% | -5.3% | +10.6% | +6.5% |
| 30D | +10.0% | -1.5% | +11.5% | +10.3% |
| 3M | -32.6% | +10.3% | -42.8% | -34.3% |
| 6M | +4.9% | +9.7% | -4.7% | +1.9% |
| YTD | -17.8% | +27.1% | -44.8% | -23.9% |
| 1Y | -28.0% | +32.6% | -60.6% | -34.5% |
| 3Y | +36.0% | +40.0% | -4.0% | +19.3% |
| All | +91.4% | +51.0% | +40.5% | +56.4% |
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