+37.9%
UNP vs COMP
-13.7%
+51.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.7% | -3.3% | +2.0% |
| 7D | -3.3% | +14.5% | -17.8% | -4.2% |
| 30D | +6.7% | +14.9% | -8.2% | +5.5% |
| 3M | +1.8% | -14.2% | +16.0% | +2.6% |
| 6M | +13.3% | +23.7% | -10.4% | +10.8% |
| YTD | +30.3% | +2.1% | +28.3% | +28.2% |
| 1Y | +36.9% | +26.2% | +10.7% | +32.4% |
| 3Y | +50.9% | +470.9% | -420.0% | +25.0% |
| 5Y | +37.9% | -14.0% | +52.0% | +25.2% |
| All | +37.9% | -13.7% | +51.6% | +25.2% |
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