+274.7%
UNP vs ALLY
+193.4%
+81.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -5.3% | +3.7% | -9.0% | -6.4% |
| 30D | -1.5% | -2.3% | +0.7% | -0.9% |
| 3M | +10.3% | +3.8% | +6.4% | +8.6% |
| 6M | +9.7% | +9.7% | 0.0% | +5.7% |
| YTD | +27.1% | -1.4% | +28.5% | +26.5% |
| 1Y | +32.6% | +8.2% | +24.3% | +27.4% |
| 3Y | +40.0% | +66.5% | -26.5% | +12.8% |
| 5Y | +50.8% | +1.2% | +49.6% | +37.7% |
| All | +274.7% | +193.4% | +81.3% | +116.7% |
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