+9,163.0%
UNP vs BKR
+572.8%
+8,590.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | -1.7% | -1.5% | -0.2% | -1.4% |
| 30D | -2.1% | -0.7% | -1.4% | -2.0% |
| 3M | +5.4% | +0.5% | +4.9% | +4.9% |
| 6M | +13.4% | +6.6% | +6.7% | +10.6% |
| YTD | +25.0% | +41.3% | -16.3% | +13.7% |
| 1Y | +34.6% | +42.2% | -7.6% | +21.8% |
| 3Y | +43.6% | +83.4% | -39.8% | +20.2% |
| 5Y | +51.7% | +203.6% | -151.9% | +9.1% |
| 10Y | +282.5% | +139.9% | +142.6% | +168.9% |
| All | +9,163.0% | +572.8% | +8,590.2% | +4,341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling