+284.1%
UNP vs BP
+124.7%
+159.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.9% | -6.3% | +5.4% | +1.2% |
| 30D | +8.0% | -3.6% | +11.6% | +9.0% |
| 3M | +3.3% | +5.2% | -1.9% | +1.0% |
| 6M | +14.7% | +5.3% | +9.4% | +11.5% |
| YTD | +31.9% | +33.1% | -1.2% | +16.9% |
| 1Y | +37.1% | +26.3% | +10.8% | +23.6% |
| 3Y | +51.9% | +47.5% | +4.3% | +27.0% |
| 5Y | +39.3% | +106.2% | -66.9% | -1.8% |
| 10Y | +284.1% | +127.0% | +157.1% | +156.0% |
| All | +284.1% | +124.7% | +159.4% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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