-24.3%
UBER vs UNP
+35.2%
-59.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -5.4% | -1.8% | -3.6% | -5.2% |
| 30D | -4.9% | -2.7% | -2.2% | -4.5% |
| 3M | +3.0% | +6.5% | -3.5% | +1.8% |
| 6M | -4.4% | +14.4% | -18.8% | -6.9% |
| YTD | -12.3% | +24.8% | -37.1% | -16.3% |
| 1Y | -24.3% | +34.4% | -58.7% | -30.4% |
| All | -24.3% | +35.2% | -59.5% | -30.4% |
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 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