+81.8%
SPY vs UNP
+51.4%
+30.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.5% | -0.7% | +1.3% | +0.8% |
| 30D | -0.9% | -1.1% | +0.2% | -0.6% |
| 3M | +3.9% | +7.9% | -4.0% | +0.6% |
| 6M | +14.5% | +14.6% | -0.1% | +7.8% |
| YTD | +12.9% | +26.6% | -13.7% | +1.7% |
| 1Y | +19.4% | +35.6% | -16.2% | +4.2% |
| 3Y | +78.5% | +45.5% | +33.0% | +48.7% |
| 5Y | +81.8% | +50.0% | +31.8% | +47.0% |
| All | +81.8% | +51.4% | +30.4% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling