+1,624.1%
UNP vs BR
+1,286.0%
+338.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.7% |
| 7D | -0.7% | -5.9% | +5.2% | +2.1% |
| 30D | -1.1% | +1.9% | -3.0% | -2.2% |
| 3M | +7.9% | +14.7% | -6.8% | +0.4% |
| 6M | +14.6% | -12.8% | +27.4% | +20.5% |
| YTD | +26.6% | -23.0% | +49.6% | +40.3% |
| 1Y | +35.6% | -31.7% | +67.2% | +59.1% |
| 3Y | +45.5% | -4.8% | +50.3% | +43.1% |
| 5Y | +50.0% | +7.8% | +42.2% | +35.6% |
| 10Y | +271.8% | +184.1% | +87.8% | +101.2% |
| All | +1,624.1% | +1,286.0% | +338.1% | +324.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling