+35.6%
UNP vs B
+134.6%
-98.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.2% | -2.7% |
| 7D | -4.6% | +9.6% | -14.1% | -5.3% |
| 30D | +5.6% | +3.5% | +2.1% | +5.2% |
| 3M | -1.3% | -1.6% | +0.3% | -1.4% |
| 6M | +9.2% | -1.7% | +10.9% | +8.8% |
| YTD | +27.3% | -5.3% | +32.7% | +26.6% |
| 1Y | +35.9% | +27.2% | +8.7% | +30.5% |
| 3Y | +45.5% | +166.1% | -120.6% | +24.4% |
| All | +35.6% | +134.6% | -98.9% | +15.2% |
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