+311.1%
SPY vs UNP
+287.8%
+23.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -0.9% | -2.1% | +1.2% | 0.0% |
| 30D | -2.4% | +7.3% | -9.6% | -5.4% |
| 3M | -1.2% | +3.6% | -4.8% | -3.0% |
| 6M | +3.3% | +15.8% | -12.6% | -4.1% |
| YTD | +12.3% | +32.6% | -20.3% | -2.7% |
| 1Y | +12.4% | +37.2% | -24.8% | -4.2% |
| 3Y | +78.8% | +52.6% | +26.2% | +42.5% |
| 5Y | +75.2% | +40.6% | +34.6% | +42.7% |
| 10Y | +311.1% | +288.4% | +22.7% | +121.4% |
| All | +311.1% | +287.8% | +23.4% | +121.4% |
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 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