-4.9%
SHOP vs UNP
+44.1%
-49.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.7% | +7.5% |
| 7D | -9.0% | +3.6% | -12.6% | -8.6% |
| 30D | -4.4% | +11.4% | -15.8% | -3.0% |
| 3M | +24.1% | +4.6% | +19.5% | +25.2% |
| 6M | +20.0% | +18.3% | +1.7% | +21.4% |
| YTD | -4.9% | +35.4% | -40.3% | -5.9% |
| 1Y | -4.9% | +42.6% | -47.5% | -12.2% |
| All | -4.9% | +44.1% | -49.0% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling