+252.8%
SPOT vs UNP
+155.3%
+97.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -3.1% | -1.8% | -1.3% | -2.5% |
| 30D | +7.4% | -2.7% | +10.1% | +8.3% |
| 3M | +8.2% | +6.5% | +1.7% | +5.3% |
| 6M | +2.2% | +14.4% | -12.2% | -3.4% |
| YTD | -9.5% | +24.8% | -34.3% | -17.4% |
| 1Y | -23.8% | +34.4% | -58.3% | -32.6% |
| 3Y | +233.5% | +43.6% | +189.9% | +183.0% |
| 5Y | +112.2% | +53.2% | +59.0% | +74.8% |
| All | +252.8% | +155.3% | +97.5% | +148.1% |
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