-39.7%
ORCL vs UNP
+10.4%
-50.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | -0.8% |
| 7D | -11.2% | -4.6% | -6.6% | -13.6% |
| 30D | -18.8% | +5.6% | -24.5% | -15.3% |
| 3M | -18.8% | -1.3% | -17.5% | -18.9% |
| 6M | -39.7% | +9.2% | -49.0% | -32.4% |
| All | -39.7% | +10.4% | -50.1% | -32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling