+5,515.4%
UNP vs ALL
+3,598.8%
+1,916.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -1.0% |
| 7D | -4.6% | -1.9% | -2.6% | -3.9% |
| 30D | +5.6% | +13.8% | -8.1% | +0.9% |
| 3M | -1.3% | -7.0% | +5.7% | +1.0% |
| 6M | +9.2% | +18.0% | -8.8% | +2.3% |
| YTD | +27.3% | +24.2% | +3.1% | +16.7% |
| 1Y | +35.9% | +31.2% | +4.7% | +22.1% |
| 3Y | +45.5% | +107.5% | -62.1% | +9.2% |
| 5Y | +36.0% | +144.8% | -108.8% | -5.4% |
| 10Y | +307.2% | +375.8% | -68.6% | +125.3% |
| All | +5,515.4% | +3,598.8% | +1,916.7% | +1,582.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling