+311.2%
SPY vs UNP
+287.3%
+23.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -2.0% | -1.2% | -0.8% | -1.5% |
| 30D | -1.7% | -2.0% | +0.3% | -0.9% |
| 3M | +4.7% | +7.5% | -2.8% | +1.0% |
| 6M | +12.5% | +15.3% | -2.8% | +4.5% |
| YTD | +11.7% | +25.4% | -13.7% | -0.5% |
| 1Y | +17.5% | +35.6% | -18.1% | +0.7% |
| 3Y | +76.6% | +44.1% | +32.4% | +44.8% |
| 5Y | +82.0% | +54.0% | +28.1% | +41.8% |
| All | +311.2% | +287.3% | +23.9% | +122.9% |
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