+818.8%
SLB vs UNP
+9,708.2%
-8,889.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +2.0% |
| 7D | -7.1% | -4.6% | -2.6% | -4.8% |
| 30D | +4.1% | +5.6% | -1.5% | +0.8% |
| 3M | -2.6% | -1.3% | -1.3% | -2.4% |
| 6M | -8.6% | +9.2% | -17.8% | -13.6% |
| YTD | +32.2% | +27.3% | +4.9% | +14.5% |
| 1Y | +40.7% | +35.9% | +4.7% | +17.6% |
| 3Y | -4.5% | +45.5% | -50.0% | -23.6% |
| 5Y | +66.4% | +36.0% | +30.4% | +35.2% |
| 10Y | -15.1% | +307.2% | -322.3% | -59.1% |
| All | +818.8% | +9,708.2% | -8,889.4% | +11.6% |
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 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