+282.5%
UNP vs ALL
+359.1%
-76.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.7% | -2.2% | +0.5% | -0.7% |
| 30D | -2.1% | -5.6% | +3.5% | +0.4% |
| 3M | +5.4% | +17.2% | -11.8% | -3.0% |
| 6M | +13.4% | +23.2% | -9.9% | +1.6% |
| YTD | +25.0% | +23.6% | +1.4% | +11.4% |
| 1Y | +34.6% | +29.2% | +5.4% | +17.1% |
| 3Y | +43.6% | +153.8% | -110.2% | -15.2% |
| 5Y | +51.7% | +116.1% | -64.4% | -5.3% |
| 10Y | +282.5% | +364.8% | -82.3% | +38.0% |
| All | +282.5% | +359.1% | -76.6% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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