+264.0%
SPOT vs UNP
+160.0%
+104.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.2% |
| 7D | -0.9% | -5.3% | +4.4% | +0.9% |
| 30D | +12.5% | -1.5% | +14.0% | +13.0% |
| 3M | +9.9% | +10.3% | -0.4% | +5.7% |
| 6M | +1.6% | +9.7% | -8.1% | -2.5% |
| YTD | -6.6% | +27.1% | -33.7% | -15.3% |
| 1Y | -22.9% | +32.6% | -55.5% | -31.4% |
| 3Y | +244.3% | +40.0% | +204.3% | +195.4% |
| 5Y | +117.8% | +50.8% | +67.0% | +80.4% |
| All | +264.0% | +160.0% | +104.0% | +154.4% |
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