+1,895.7%
TER vs UNP
+271.6%
+1,624.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +4.0% |
| 7D | +12.4% | -1.7% | +14.1% | +13.7% |
| 30D | +5.1% | -2.1% | +7.2% | +6.6% |
| 3M | +4.0% | +5.4% | -1.5% | -0.7% |
| 6M | +29.5% | +13.4% | +16.1% | +16.6% |
| YTD | +98.5% | +25.0% | +73.5% | +66.3% |
| 1Y | +234.1% | +34.6% | +199.5% | +165.2% |
| 3Y | +289.0% | +43.6% | +245.4% | +196.3% |
| 5Y | +228.2% | +51.7% | +176.4% | +135.7% |
| 10Y | +1,895.7% | +282.5% | +1,613.2% | +733.9% |
| All | +1,895.7% | +271.6% | +1,624.1% | +733.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling