-4.8%
SLB vs UNP
+273.1%
-277.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +0.4% | -0.7% | +1.2% | +1.0% |
| 30D | +13.6% | -1.1% | +14.7% | +14.3% |
| 3M | +1.5% | +7.9% | -6.4% | -4.4% |
| 6M | +23.0% | +14.6% | +8.4% | +9.7% |
| YTD | +51.2% | +26.6% | +24.6% | +25.0% |
| 1Y | +63.5% | +35.6% | +27.9% | +27.9% |
| 3Y | +2.5% | +45.5% | -43.0% | -25.2% |
| 5Y | +139.2% | +50.0% | +89.2% | +61.3% |
| 10Y | -4.8% | +271.8% | -276.6% | -57.8% |
| All | -4.8% | +273.1% | -277.9% | -57.8% |
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