+52.2%
UNP vs ALL
+118.4%
-66.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -5.3% | 0.0% | -5.4% | -5.4% |
| 30D | -1.5% | -1.5% | -0.1% | -1.2% |
| 3M | +10.3% | +23.6% | -13.4% | +2.4% |
| 6M | +9.7% | +22.3% | -12.7% | +2.1% |
| YTD | +27.1% | +26.5% | +0.6% | +16.7% |
| 1Y | +32.6% | +27.0% | +5.6% | +21.4% |
| 3Y | +40.0% | +149.6% | -109.6% | -1.2% |
| All | +52.2% | +118.4% | -66.2% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling