+9,321.7%
UNP vs B
+803.7%
+8,518.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | -5.3% | -1.6% | -3.8% | -5.3% |
| 30D | -1.5% | +9.4% | -11.0% | -2.1% |
| 3M | +10.3% | +5.0% | +5.3% | +9.8% |
| 6M | +9.7% | -3.5% | +13.2% | +9.5% |
| YTD | +27.1% | +4.5% | +22.6% | +26.2% |
| 1Y | +32.6% | +67.8% | -35.2% | +28.0% |
| 3Y | +40.0% | +196.7% | -156.7% | +30.3% |
| 5Y | +50.8% | +151.9% | -101.1% | +40.9% |
| 10Y | +278.6% | +202.2% | +76.5% | +245.2% |
| All | +9,321.7% | +803.7% | +8,518.0% | +9,346.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling