+1,872.1%
T vs UNP
+9,690.0%
-7,817.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -1.3% | -5.3% | +4.1% | +0.3% |
| 30D | +11.4% | -1.5% | +12.9% | +11.8% |
| 3M | +14.3% | +10.3% | +4.0% | +10.8% |
| 6M | -9.3% | +9.7% | -18.9% | -12.1% |
| YTD | +7.1% | +27.1% | -20.0% | -0.9% |
| 1Y | -9.1% | +32.6% | -41.7% | -17.1% |
| 3Y | +105.3% | +40.0% | +65.3% | +82.3% |
| 5Y | +66.8% | +50.8% | +16.0% | +42.5% |
| 10Y | +66.8% | +278.6% | -211.8% | +4.6% |
| All | +1,872.1% | +9,690.0% | -7,817.9% | +373.9% |
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 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