+958.5%
SLB vs UNP
+9,690.0%
-8,731.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.8% | -5.3% | +6.2% | +3.9% |
| 30D | +15.8% | -1.5% | +17.4% | +16.7% |
| 3M | -0.3% | +10.3% | -10.6% | -5.9% |
| 6M | +21.3% | +9.7% | +11.7% | +14.4% |
| YTD | +52.3% | +27.1% | +25.2% | +32.5% |
| 1Y | +63.6% | +32.6% | +31.0% | +38.8% |
| 3Y | +3.8% | +40.0% | -36.2% | -15.0% |
| 5Y | +128.6% | +50.8% | +77.8% | +76.1% |
| 10Y | -3.1% | +278.6% | -281.7% | -51.5% |
| All | +958.5% | +9,690.0% | -8,731.5% | +29.2% |
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