+133.6%
SLB vs UNP
+51.6%
+82.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | -2.4% | -1.2% | -1.3% | -1.9% |
| 30D | +4.9% | -2.0% | +6.8% | +5.8% |
| 3M | +1.4% | +7.5% | -6.1% | -2.5% |
| 6M | +17.6% | +15.3% | +2.3% | +8.3% |
| YTD | +48.3% | +25.4% | +22.9% | +30.3% |
| 1Y | +58.7% | +35.6% | +23.1% | +33.4% |
| 3Y | +0.6% | +44.1% | -43.6% | -18.0% |
| 5Y | +133.6% | +54.0% | +79.6% | +69.6% |
| All | +133.6% | +51.6% | +82.0% | +69.6% |
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 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