+37.1%
UNP vs BP
+28.1%
+9.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.9% | -6.3% | +5.4% | -0.9% |
| 30D | +8.0% | -3.6% | +11.6% | +7.9% |
| 3M | +3.3% | +5.2% | -1.9% | +3.2% |
| 6M | +14.7% | +5.3% | +9.4% | +14.4% |
| YTD | +31.9% | +33.1% | -1.2% | +25.7% |
| 1Y | +37.1% | +26.3% | +10.8% | +32.9% |
| All | +37.1% | +28.1% | +9.0% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling