+58.7%
UNP vs BROS
+43.3%
+15.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | -5.3% | -6.7% | +1.3% | -4.9% |
| 30D | -1.5% | -29.1% | +27.5% | +0.7% |
| 3M | +10.3% | -16.7% | +27.0% | +11.3% |
| 6M | +9.7% | -11.6% | +21.3% | +9.9% |
| YTD | +27.1% | -23.9% | +51.0% | +28.6% |
| 1Y | +32.6% | -34.8% | +67.4% | +35.3% |
| 3Y | +40.0% | +62.1% | -22.1% | +31.2% |
| All | +58.7% | +43.3% | +15.4% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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