+50.0%
UNP vs BP
+131.3%
-81.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.9% |
| 7D | -0.7% | +0.9% | -1.7% | -0.9% |
| 30D | -1.1% | +9.1% | -10.3% | -3.0% |
| 3M | +7.9% | +3.9% | +3.9% | +6.8% |
| 6M | +14.6% | +13.6% | +1.0% | +10.7% |
| YTD | +26.6% | +34.0% | -7.4% | +17.1% |
| 1Y | +35.6% | +39.2% | -3.6% | +24.1% |
| 3Y | +45.5% | +36.4% | +9.1% | +32.1% |
| 5Y | +50.0% | +135.8% | -85.8% | +13.5% |
| All | +50.0% | +131.3% | -81.3% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling