+3,029.2%
SPY vs UNP
+5,979.3%
-2,950.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.4% |
| 7D | +0.1% | -3.3% | +3.3% | +1.4% |
| 30D | -3.3% | +6.7% | -10.0% | -5.8% |
| 3M | -2.4% | +1.8% | -4.2% | -3.3% |
| 6M | +2.6% | +13.3% | -10.8% | -3.1% |
| YTD | +11.2% | +30.3% | -19.1% | -1.1% |
| 1Y | +13.4% | +36.9% | -23.5% | -1.2% |
| 3Y | +79.9% | +50.9% | +29.0% | +49.1% |
| 5Y | +72.2% | +37.9% | +34.2% | +46.1% |
| 10Y | +307.3% | +293.8% | +13.5% | +123.5% |
| All | +3,029.2% | +5,979.3% | -2,950.0% | +561.8% |
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