+136,006.0%
UNH vs UNP
+9,690.0%
+126,316.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +1.1% | -5.3% | +6.4% | +2.9% |
| 30D | -3.8% | -1.5% | -2.2% | -3.4% |
| 3M | +0.7% | +10.3% | -9.5% | -2.8% |
| 6M | +37.9% | +9.7% | +28.2% | +32.8% |
| YTD | +21.9% | +27.1% | -5.2% | +11.4% |
| 1Y | +31.4% | +32.6% | -1.2% | +18.2% |
| 3Y | -11.4% | +40.0% | -51.4% | -22.7% |
| 5Y | +2.5% | +50.8% | -48.3% | -14.4% |
| 10Y | +242.9% | +278.6% | -35.8% | +108.1% |
| All | +136,006.0% | +9,690.0% | +126,316.0% | +23,893.0% |
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