+1,569.6%
QQQ vs UNP
+3,834.0%
-2,264.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.5% | -0.7% | +2.3% | +1.8% |
| 30D | -0.6% | -1.1% | +0.5% | -0.2% |
| 3M | +0.4% | +7.9% | -7.4% | -3.1% |
| 6M | +20.1% | +14.6% | +5.4% | +12.3% |
| YTD | +17.2% | +26.6% | -9.4% | +4.9% |
| 1Y | +24.7% | +35.6% | -10.9% | +8.2% |
| 3Y | +96.2% | +45.5% | +50.7% | +63.1% |
| 5Y | +94.4% | +50.0% | +44.4% | +57.5% |
| 10Y | +556.7% | +271.8% | +284.9% | +251.6% |
| All | +1,569.6% | +3,834.0% | -2,264.5% | +256.2% |
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