-16.6%
SLB vs UNP
+321.0%
-337.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | -0.8% |
| 7D | -3.7% | -3.3% | -0.4% | -1.5% |
| 30D | +2.9% | +6.7% | -3.8% | -2.2% |
| 3M | +0.2% | +1.8% | -1.6% | -1.8% |
| 6M | -4.4% | +13.3% | -17.8% | -14.1% |
| YTD | +33.4% | +30.3% | +3.1% | +7.2% |
| 1Y | +40.8% | +36.9% | +3.9% | +9.0% |
| 3Y | +3.2% | +50.9% | -47.7% | -27.3% |
| 5Y | +64.8% | +37.9% | +26.9% | +19.4% |
| 10Y | -16.6% | +293.8% | -310.3% | -62.6% |
| All | -16.6% | +321.0% | -337.5% | -62.6% |
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