+24,538.0%
ORCL vs UNP
+9,708.2%
+14,829.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.8% |
| 7D | -11.2% | -4.6% | -6.6% | -9.6% |
| 30D | -18.8% | +5.6% | -24.5% | -20.7% |
| 3M | -18.8% | -1.3% | -17.5% | -18.6% |
| 6M | -39.7% | +9.2% | -49.0% | -42.6% |
| YTD | -39.6% | +27.3% | -67.0% | -46.3% |
| 1Y | -51.7% | +35.9% | -87.7% | -58.2% |
| 3Y | +10.2% | +45.5% | -35.2% | -8.5% |
| 5Y | +30.8% | +36.0% | -5.2% | +9.7% |
| 10Y | +252.1% | +307.2% | -55.1% | +83.4% |
| All | +24,538.0% | +9,708.2% | +14,829.8% | +3,588.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling