+278.9%
UNP vs A
+302.9%
-24.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +4.2% | -0.5% | +4.7% | +4.4% |
| 30D | +5.6% | 0.0% | +5.6% | +5.4% |
| 3M | +2.0% | +16.7% | -14.7% | -4.0% |
| 6M | +15.4% | +54.8% | -39.4% | -3.3% |
| YTD | +32.7% | +28.8% | +3.9% | +18.7% |
| 1Y | +39.4% | +19.3% | +20.1% | +28.4% |
| 3Y | +54.3% | +65.5% | -11.2% | +19.2% |
| 5Y | +39.6% | +12.1% | +27.6% | +25.4% |
| All | +278.9% | +302.9% | -24.0% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling