+282.5%
UNP vs BP
+132.0%
+150.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.9% |
| 7D | -1.7% | +4.0% | -5.7% | -3.0% |
| 30D | -2.1% | +7.8% | -10.0% | -4.7% |
| 3M | +5.4% | +8.4% | -2.9% | +2.1% |
| 6M | +13.4% | +15.1% | -1.7% | +6.7% |
| YTD | +25.0% | +36.4% | -11.5% | +10.2% |
| 1Y | +34.6% | +40.9% | -6.3% | +17.0% |
| 3Y | +43.6% | +38.8% | +4.8% | +23.1% |
| 5Y | +51.7% | +141.1% | -89.4% | +0.3% |
| 10Y | +282.5% | +133.9% | +148.6% | +147.5% |
| All | +282.5% | +132.0% | +150.5% | +147.5% |
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