+3,616.1%
UNP vs BB
+258.8%
+3,357.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.3% | -5.6% | +0.3% | -4.9% |
| 30D | -1.5% | -11.8% | +10.3% | -0.6% |
| 3M | +10.3% | -25.5% | +35.8% | +12.2% |
| 6M | +9.7% | +121.3% | -111.6% | +1.1% |
| YTD | +27.1% | +103.2% | -76.1% | +18.0% |
| 1Y | +32.6% | +102.6% | -70.1% | +22.7% |
| 3Y | +40.0% | +37.5% | +2.5% | +30.2% |
| 5Y | +50.8% | -30.4% | +81.3% | +45.4% |
| 10Y | +278.6% | 0.0% | +278.6% | +221.9% |
| All | +3,616.1% | +258.8% | +3,357.3% | +2,671.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling