+54.0%
UNP vs BR
+8.0%
+45.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.8% | -3.0% | +1.2% | -0.9% |
| 30D | -2.7% | -0.3% | -2.4% | -2.7% |
| 3M | +6.5% | +17.3% | -10.8% | +0.8% |
| 6M | +14.4% | -6.7% | +21.1% | +16.6% |
| YTD | +24.8% | -23.4% | +48.3% | +36.9% |
| 1Y | +34.4% | -32.7% | +67.1% | +55.2% |
| 3Y | +43.6% | -5.9% | +49.5% | +43.3% |
| All | +54.0% | +8.0% | +45.9% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling