+307.8%
SPY vs UNP
+286.3%
+21.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +2.6% | +4.2% | -1.6% | +0.7% |
| 30D | -2.0% | +5.6% | -7.6% | -4.4% |
| 3M | -2.8% | +2.0% | -4.8% | -3.9% |
| 6M | +2.1% | +15.4% | -13.3% | -5.0% |
| YTD | +11.5% | +32.7% | -21.2% | -3.4% |
| 1Y | +13.5% | +39.4% | -26.0% | -4.1% |
| 3Y | +77.7% | +54.3% | +23.4% | +40.8% |
| 5Y | +72.6% | +39.6% | +33.0% | +41.1% |
| All | +307.8% | +286.3% | +21.5% | +119.1% |
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