+45.5%
UNP vs BP
+42.8%
+2.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | -4.6% | -11.6% | +7.1% | -2.9% |
| 30D | +5.6% | 0.0% | +5.6% | +5.4% |
| 3M | -1.3% | +6.7% | -8.1% | -2.7% |
| 6M | +9.2% | +2.2% | +7.1% | +8.4% |
| YTD | +27.3% | +33.0% | -5.6% | +18.1% |
| 1Y | +35.9% | +30.7% | +5.2% | +26.5% |
| 3Y | +45.5% | +44.2% | +1.3% | +30.2% |
| All | +45.5% | +42.8% | +2.7% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling