+45.5%
UNP vs BB
+68.2%
-22.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.5% |
| 7D | -0.7% | +0.5% | -1.3% | -0.8% |
| 30D | -1.1% | -12.4% | +11.2% | -0.4% |
| 3M | +7.9% | -15.3% | +23.1% | +8.2% |
| 6M | +14.6% | +128.8% | -114.1% | +6.4% |
| YTD | +26.6% | +107.7% | -81.1% | +18.3% |
| 1Y | +35.6% | +103.9% | -68.3% | +26.5% |
| 3Y | +45.5% | +72.6% | -27.1% | +31.2% |
| All | +45.5% | +68.2% | -22.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling