-13.1%
SLB vs UNP
+286.3%
-299.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.9% |
| 7D | +3.5% | +4.2% | -0.7% | +0.4% |
| 30D | +6.5% | +5.6% | +0.9% | +2.0% |
| 3M | -0.2% | +2.0% | -2.3% | -2.3% |
| 6M | -5.7% | +15.4% | -21.1% | -16.4% |
| YTD | +36.8% | +32.7% | +4.1% | +8.4% |
| 1Y | +45.8% | +39.4% | +6.3% | +11.3% |
| 3Y | +3.4% | +54.3% | -50.9% | -28.4% |
| 5Y | +76.1% | +39.6% | +36.5% | +26.4% |
| All | -13.1% | +286.3% | -299.4% | -61.7% |
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 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