+47.5%
UNP vs A
+62.3%
-14.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.9% |
| 7D | -4.6% | -0.1% | -4.5% | -4.5% |
| 30D | +5.6% | +3.4% | +2.3% | +4.9% |
| 3M | -1.3% | +23.8% | -25.1% | -5.4% |
| 6M | +9.2% | +49.0% | -39.8% | +0.6% |
| YTD | +27.3% | +29.4% | -2.1% | +21.3% |
| 1Y | +35.9% | +19.4% | +16.5% | +32.3% |
| All | +47.5% | +62.3% | -14.8% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling