+3,047.6%
SPY vs UNP
+6,126.4%
-3,078.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.6% |
| 7D | +3.3% | +2.1% | +1.2% | +2.4% |
| 30D | -2.7% | +7.7% | -10.4% | -5.6% |
| 3M | -1.7% | +4.0% | -5.8% | -3.5% |
| 6M | +3.1% | +15.7% | -12.6% | -3.4% |
| YTD | +11.9% | +33.5% | -21.6% | -1.5% |
| 1Y | +12.0% | +38.9% | -27.0% | -3.0% |
| 3Y | +78.2% | +53.7% | +24.5% | +46.6% |
| 5Y | +73.2% | +40.4% | +32.8% | +45.9% |
| 10Y | +309.6% | +291.1% | +18.5% | +125.3% |
| All | +3,047.6% | +6,126.4% | -3,078.8% | +559.4% |
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 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