-0.3%
SPOT vs UNP
+44.1%
-44.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.6% |
| 7D | +16.6% | +3.6% | +13.0% | +16.7% |
| 30D | +29.9% | +11.4% | +18.6% | +30.8% |
| 3M | +31.3% | +4.6% | +26.7% | +31.6% |
| 6M | +43.2% | +18.3% | +24.9% | +44.0% |
| YTD | +8.1% | +35.4% | -27.3% | +14.6% |
| 1Y | -0.3% | +42.6% | -42.9% | +4.8% |
| All | -0.3% | +44.1% | -44.4% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling