+52.9%
UNP vs COMP
-56.6%
+109.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.2% | +4.7% | -2.9% |
| 7D | -1.3% | -1.8% | +0.5% | -1.2% |
| 30D | +7.7% | -0.8% | +8.5% | +7.7% |
| 3M | +1.3% | -28.1% | +29.4% | +3.3% |
| 6M | +14.0% | +27.0% | -13.0% | +11.1% |
| YTD | +30.8% | -12.8% | +43.5% | +30.2% |
| 1Y | +40.0% | +4.9% | +35.1% | +37.3% |
| 3Y | +50.1% | +321.0% | -271.0% | +28.3% |
| 5Y | +39.6% | -25.6% | +65.2% | +23.4% |
| All | +52.9% | -56.6% | +109.5% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling