+76.2%
UBER vs UNP
+48.4%
+27.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.2% |
| 7D | -7.0% | -1.7% | -5.3% | -6.3% |
| 30D | -8.9% | -2.1% | -6.8% | -8.0% |
| 3M | +1.0% | +5.4% | -4.5% | -1.9% |
| 6M | -3.7% | +13.4% | -17.1% | -10.1% |
| YTD | -13.0% | +25.0% | -38.0% | -22.9% |
| 1Y | -25.5% | +34.6% | -60.1% | -36.6% |
| 3Y | +50.5% | +43.6% | +6.8% | +23.3% |
| 5Y | +76.2% | +51.7% | +24.4% | +39.8% |
| All | +76.2% | +48.4% | +27.7% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling