-17.6%
UBER vs UNP
+32.8%
-50.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -3.9% | -5.3% | +1.5% | -3.4% |
| 30D | +11.1% | -1.5% | +12.7% | +11.4% |
| 3M | +4.9% | +10.3% | -5.3% | +3.3% |
| 6M | -1.2% | +9.7% | -10.8% | -2.8% |
| YTD | -7.3% | +27.1% | -34.4% | -11.1% |
| 1Y | -17.6% | +32.6% | -50.2% | -19.8% |
| All | -17.6% | +32.8% | -50.4% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling