+40.2%
UNP vs B
+107.0%
-66.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +4.2% | -7.3% | +11.6% | +4.9% |
| 30D | +5.6% | -3.3% | +8.9% | +5.7% |
| 3M | +2.0% | -7.8% | +9.8% | +2.5% |
| 6M | +15.4% | -15.5% | +31.0% | +16.6% |
| YTD | +32.7% | -12.3% | +45.0% | +32.7% |
| 1Y | +39.4% | +5.4% | +34.1% | +36.5% |
| 3Y | +54.3% | +165.5% | -111.2% | +31.2% |
| All | +40.2% | +107.0% | -66.8% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling