+67.6%
UBER vs UNP
+104.6%
-36.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | +1.6% | +4.2% | -2.6% | -1.1% |
| 30D | +0.6% | +5.6% | -5.0% | -2.9% |
| 3M | -8.2% | +2.0% | -10.2% | -9.5% |
| 6M | -6.7% | +15.4% | -22.1% | -16.1% |
| YTD | -14.7% | +32.7% | -47.4% | -31.1% |
| 1Y | -24.1% | +39.4% | -63.5% | -40.8% |
| 3Y | +33.4% | +54.3% | -20.9% | -5.2% |
| 5Y | +54.5% | +39.6% | +14.8% | +14.7% |
| All | +67.6% | +104.6% | -36.9% | -19.3% |
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