+34.4%
UNP vs BR
-31.7%
+66.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.8% | -3.0% | +1.2% | -1.7% |
| 30D | -2.7% | -0.3% | -2.4% | -2.7% |
| 3M | +6.5% | +17.3% | -10.8% | +6.1% |
| 6M | +14.4% | -6.7% | +21.1% | +14.6% |
| YTD | +24.8% | -23.4% | +48.3% | +32.3% |
| 1Y | +34.4% | -32.7% | +67.1% | +43.5% |
| All | +34.4% | -31.7% | +66.1% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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