+1,481.8%
QQQ vs UNP
+4,024.8%
-2,543.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +3.6% | +4.2% | -0.6% | +1.9% |
| 30D | -6.7% | +5.6% | -12.3% | -8.9% |
| 3M | -7.0% | +2.0% | -9.1% | -8.1% |
| 6M | -4.7% | +15.4% | -20.1% | -11.0% |
| YTD | +11.1% | +32.7% | -21.7% | -2.8% |
| 1Y | +12.3% | +39.4% | -27.2% | -3.8% |
| 3Y | +83.3% | +54.3% | +29.0% | +48.5% |
| 5Y | +77.5% | +39.6% | +37.9% | +48.1% |
| 10Y | +528.3% | +288.9% | +239.4% | +230.3% |
| All | +1,481.8% | +4,024.8% | -2,543.0% | +230.1% |
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