+54.3%
UNP vs COMP
-53.0%
+107.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.4% | +8.6% | +1.7% |
| 7D | -0.9% | +7.2% | -8.1% | -1.5% |
| 30D | +8.0% | +6.4% | +1.6% | +7.4% |
| 3M | +3.3% | -19.4% | +22.8% | +4.5% |
| 6M | +14.7% | +14.6% | +0.1% | +12.8% |
| YTD | +31.9% | -5.5% | +37.4% | +30.5% |
| 1Y | +37.1% | +13.7% | +23.5% | +33.7% |
| 3Y | +51.9% | +409.7% | -357.8% | +28.0% |
| 5Y | +39.3% | -17.0% | +56.3% | +22.3% |
| All | +54.3% | -53.0% | +107.3% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling