+284.1%
UNP vs A
+312.5%
-28.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.7% |
| 7D | -0.9% | +1.4% | -2.3% | -1.4% |
| 30D | +8.0% | +4.3% | +3.7% | +6.2% |
| 3M | +3.3% | +19.8% | -16.4% | -3.6% |
| 6M | +14.7% | +54.4% | -39.7% | -3.7% |
| YTD | +31.9% | +31.7% | +0.2% | +17.1% |
| 1Y | +37.1% | +22.4% | +14.7% | +25.1% |
| 3Y | +51.9% | +67.7% | -15.8% | +17.0% |
| 5Y | +39.3% | +15.7% | +23.6% | +23.6% |
| 10Y | +284.1% | +308.7% | -24.6% | +102.6% |
| All | +284.1% | +312.5% | -28.4% | +102.6% |
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