+284.1%
UNP vs B
+184.6%
+99.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.1% | +7.3% | +1.5% |
| 7D | -0.9% | +7.1% | -8.1% | -1.3% |
| 30D | +8.0% | -3.3% | +11.3% | +8.1% |
| 3M | +3.3% | -2.5% | +5.9% | +3.4% |
| 6M | +14.7% | -7.2% | +21.9% | +14.8% |
| YTD | +31.9% | -7.4% | +39.3% | +31.7% |
| 1Y | +37.1% | +16.4% | +20.7% | +34.9% |
| 3Y | +51.9% | +178.7% | -126.9% | +40.3% |
| 5Y | +39.3% | +121.7% | -82.4% | +29.0% |
| 10Y | +284.1% | +208.6% | +75.5% | +265.0% |
| All | +284.1% | +184.6% | +99.5% | +265.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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