+278.9%
UNP vs BP
+143.9%
+135.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | +4.2% | +3.8% | +0.4% | +3.0% |
| 30D | +5.6% | -5.3% | +10.9% | +7.2% |
| 3M | +2.0% | +9.3% | -7.2% | -1.5% |
| 6M | +15.4% | +7.2% | +8.2% | +11.6% |
| YTD | +32.7% | +38.0% | -5.3% | +16.2% |
| 1Y | +39.4% | +33.2% | +6.2% | +23.5% |
| 3Y | +54.3% | +50.3% | +4.0% | +28.3% |
| 5Y | +39.6% | +114.1% | -74.5% | -2.9% |
| All | +278.9% | +143.9% | +135.0% | +147.1% |
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