+40.2%
UNP vs COMP
-10.9%
+51.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | +5.6% | +16.6% | -11.0% | +4.3% |
| 3M | +2.0% | -23.5% | +25.6% | +3.6% |
| 6M | +15.4% | +25.7% | -10.3% | +12.6% |
| YTD | +32.7% | -3.4% | +36.1% | +31.0% |
| 1Y | +39.4% | +7.6% | +31.8% | +36.4% |
| 3Y | +54.3% | +423.6% | -369.3% | +28.5% |
| All | +40.2% | -10.9% | +51.1% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling