+1,579.9%
T vs UNP
+9,708.2%
-8,128.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.1% |
| 7D | +1.0% | -4.6% | +5.6% | +2.4% |
| 30D | -10.6% | +5.6% | -16.2% | -12.0% |
| 3M | -7.7% | -1.3% | -6.4% | -7.4% |
| 6M | -13.3% | +9.2% | -22.5% | -15.8% |
| YTD | -8.8% | +27.3% | -36.1% | -15.7% |
| 1Y | -8.4% | +35.9% | -44.3% | -17.0% |
| 3Y | +59.6% | +45.5% | +14.2% | +40.1% |
| 5Y | +52.1% | +36.0% | +16.1% | +34.2% |
| 10Y | +56.9% | +307.2% | -250.3% | -3.6% |
| All | +1,579.9% | +9,708.2% | -8,128.4% | +303.4% |
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