+62.1%
T vs UNP
+49.1%
+13.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.3% |
| 7D | +1.7% | -3.3% | +4.9% | +2.4% |
| 30D | -1.7% | +6.7% | -8.4% | -2.9% |
| 3M | -7.3% | +1.8% | -9.1% | -7.7% |
| 6M | -11.2% | +13.3% | -24.5% | -13.6% |
| YTD | -8.1% | +30.3% | -38.4% | -13.2% |
| 1Y | -8.0% | +36.9% | -44.9% | -14.0% |
| 3Y | +62.1% | +50.9% | +11.2% | +50.5% |
| All | +62.1% | +49.1% | +13.0% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling