+35.5%
UNP vs COMP
+25.5%
+10.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.7% | -3.3% | +2.2% |
| 7D | -3.3% | +14.5% | -17.8% | -3.6% |
| 30D | +6.7% | +14.9% | -8.2% | +6.2% |
| 3M | +1.8% | -14.2% | +16.0% | +2.0% |
| 6M | +13.3% | +23.7% | -10.4% | +12.2% |
| YTD | +30.3% | +2.1% | +28.3% | +29.5% |
| All | +35.5% | +25.5% | +10.0% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling