+9,196.8%
UNP vs BRO
+25,589.7%
-16,392.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -1.2% | -8.6% | +7.4% | +0.7% |
| 30D | -2.0% | -6.9% | +5.0% | -0.5% |
| 3M | +7.5% | +10.5% | -3.0% | +4.9% |
| 6M | +15.3% | -2.8% | +18.1% | +15.4% |
| YTD | +25.4% | -16.1% | +41.6% | +29.2% |
| 1Y | +35.6% | -27.6% | +63.2% | +43.9% |
| 3Y | +44.1% | -7.3% | +51.4% | +44.4% |
| 5Y | +54.0% | +19.0% | +35.0% | +45.4% |
| 10Y | +283.9% | +292.7% | -8.8% | +193.9% |
| All | +9,196.8% | +25,589.7% | -16,392.9% | +6,094.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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