+9,321.7%
UNP vs BP
+1,327.5%
+7,994.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -5.3% | +3.9% | -9.3% | -6.7% |
| 30D | -1.5% | +7.6% | -9.2% | -4.2% |
| 3M | +10.3% | +0.7% | +9.6% | +9.3% |
| 6M | +9.7% | +15.5% | -5.8% | +2.8% |
| YTD | +27.1% | +30.8% | -3.7% | +13.5% |
| 1Y | +32.6% | +34.3% | -1.7% | +17.0% |
| 3Y | +40.0% | +35.1% | +4.9% | +20.8% |
| 5Y | +50.8% | +126.8% | -76.0% | +4.1% |
| 10Y | +278.6% | +123.4% | +155.3% | +148.3% |
| All | +9,321.7% | +1,327.5% | +7,994.2% | +3,573.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling