+112.8%
SHOP vs UNP
+46.5%
+66.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -7.4% |
| 7D | -4.1% | -0.7% | -3.3% | -3.7% |
| 30D | -11.5% | -1.1% | -10.4% | -11.0% |
| 3M | +21.1% | +7.9% | +13.2% | +15.5% |
| 6M | +3.0% | +14.6% | -11.6% | -6.8% |
| YTD | -16.7% | +26.6% | -43.3% | -30.3% |
| 1Y | -8.3% | +35.6% | -43.9% | -27.6% |
| 3Y | +112.8% | +45.5% | +67.3% | +44.4% |
| All | +112.8% | +46.5% | +66.3% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling