+44.3%
UNP vs BR
-5.0%
+49.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -1.2% | -6.0% | +4.8% | +0.2% |
| 30D | -2.0% | -0.9% | -1.1% | -1.8% |
| 3M | +7.5% | +16.4% | -8.9% | +3.3% |
| 6M | +15.3% | -8.2% | +23.5% | +18.5% |
| YTD | +25.4% | -23.2% | +48.6% | +37.8% |
| 1Y | +35.6% | -30.9% | +66.5% | +55.7% |
| All | +44.3% | -5.0% | +49.3% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling