+2,989.4%
SHOP vs UNP
+271.6%
+2,717.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -4.8% |
| 7D | -10.6% | -1.7% | -8.9% | -9.8% |
| 30D | -18.3% | -2.1% | -16.2% | -17.3% |
| 3M | +14.8% | +5.4% | +9.4% | +11.1% |
| 6M | -5.0% | +13.4% | -18.4% | -12.7% |
| YTD | -21.2% | +25.0% | -46.2% | -31.7% |
| 1Y | -11.6% | +34.6% | -46.2% | -26.6% |
| 3Y | +101.2% | +43.6% | +57.6% | +61.7% |
| 5Y | -15.7% | +51.7% | -67.4% | -34.4% |
| 10Y | +2,989.4% | +282.5% | +2,706.9% | +1,506.4% |
| All | +2,989.4% | +271.6% | +2,717.8% | +1,506.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling