-9.3%
SHOP vs UNP
+51.4%
-60.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -7.3% |
| 7D | -4.1% | -0.7% | -3.3% | -3.7% |
| 30D | -11.5% | -1.1% | -10.4% | -10.9% |
| 3M | +21.1% | +7.9% | +13.2% | +14.9% |
| 6M | +3.0% | +14.6% | -11.6% | -7.5% |
| YTD | -16.7% | +26.6% | -43.3% | -30.6% |
| 1Y | -8.3% | +35.6% | -43.9% | -27.4% |
| 3Y | +112.8% | +45.5% | +67.3% | +59.0% |
| 5Y | -9.3% | +50.0% | -59.3% | -31.1% |
| All | -9.3% | +51.4% | -60.6% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling