+277.6%
UNP vs BKR
+125.3%
+152.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -1.8% | -7.0% | +5.2% | +0.1% |
| 30D | -2.7% | -8.1% | +5.4% | -0.5% |
| 3M | +6.5% | -6.6% | +13.1% | +8.0% |
| 6M | +14.4% | +0.9% | +13.5% | +12.6% |
| YTD | +24.8% | +31.1% | -6.3% | +13.4% |
| 1Y | +34.4% | +27.7% | +6.7% | +22.6% |
| 3Y | +43.6% | +71.2% | -27.6% | +17.2% |
| 5Y | +53.2% | +177.6% | -124.4% | +2.7% |
| All | +277.6% | +125.3% | +152.3% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 10y: compounded portfolio wealth divided by compounded BKR 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…
10y analysis · Full analysis span regression · 6 months rolling