+293.8%
UNP vs ALLY
+201.0%
+92.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.1% |
| 7D | -3.3% | -0.2% | -3.0% | -3.2% |
| 30D | +6.7% | +3.4% | +3.3% | +5.5% |
| 3M | +1.8% | -11.1% | +12.8% | +5.4% |
| 6M | +13.3% | -11.5% | +24.8% | +17.2% |
| YTD | +30.3% | -12.3% | +42.7% | +34.5% |
| 1Y | +36.9% | +1.1% | +35.8% | +34.7% |
| 3Y | +50.9% | +64.8% | -13.9% | +22.2% |
| 5Y | +37.9% | -6.9% | +44.8% | +29.4% |
| 10Y | +293.8% | +194.9% | +98.8% | +125.3% |
| All | +293.8% | +201.0% | +92.8% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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