+9,339.3%
UNP vs B
+719.1%
+8,620.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.2% | -2.6% |
| 7D | -4.6% | +9.6% | -14.1% | -5.0% |
| 30D | +5.6% | +3.5% | +2.1% | +5.4% |
| 3M | -1.3% | -1.6% | +0.3% | -1.4% |
| 6M | +9.2% | -1.7% | +10.9% | +9.0% |
| YTD | +27.3% | -5.3% | +32.7% | +27.0% |
| 1Y | +35.9% | +27.2% | +8.7% | +33.3% |
| 3Y | +45.5% | +166.1% | -120.6% | +36.1% |
| 5Y | +36.0% | +136.5% | -100.5% | +27.4% |
| 10Y | +307.2% | +172.2% | +135.0% | +273.4% |
| All | +9,339.3% | +719.1% | +8,620.2% | +9,407.0% |
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 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