+8,680.0%
SHOP vs UNP
+276.9%
+8,403.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | -2.5% | -2.1% | -0.4% | -1.4% |
| 30D | -16.7% | +7.3% | -24.0% | -19.9% |
| 3M | -2.2% | +3.6% | -5.8% | -4.2% |
| 6M | +45.6% | +15.8% | +29.7% | +32.8% |
| YTD | -7.3% | +32.6% | -39.9% | -22.6% |
| 1Y | -6.1% | +37.2% | -43.3% | -23.1% |
| 3Y | +143.3% | +52.6% | +90.7% | +87.4% |
| 5Y | +0.2% | +40.6% | -40.4% | -19.9% |
| 10Y | +3,663.5% | +288.4% | +3,375.1% | +1,529.3% |
| All | +8,680.0% | +276.9% | +8,403.1% | +4,849.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling