0.0%
SHOP vs UNP
+32.8%
-32.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -5.1% | -5.3% | +0.2% | -5.6% |
| 30D | +0.6% | -1.5% | +2.1% | +0.6% |
| 3M | +25.0% | +10.3% | +14.8% | +25.4% |
| 6M | +11.9% | +9.7% | +2.2% | +12.5% |
| YTD | -9.9% | +27.1% | -37.0% | -12.7% |
| 1Y | 0.0% | +32.6% | -32.6% | -0.9% |
| All | 0.0% | +32.8% | -32.9% | -0.9% |
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