+293.8%
UNP vs COO
+40.7%
+253.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | +1.5% |
| 7D | -3.3% | +4.3% | -7.5% | -4.7% |
| 30D | +6.7% | +17.6% | -10.9% | +0.6% |
| 3M | +1.8% | -13.9% | +15.7% | +6.6% |
| 6M | +13.3% | +6.6% | +6.8% | +9.2% |
| YTD | +30.3% | -22.0% | +52.3% | +40.8% |
| 1Y | +36.9% | -8.8% | +45.7% | +39.1% |
| 3Y | +50.9% | -21.5% | +72.4% | +55.9% |
| 5Y | +37.9% | -41.0% | +79.0% | +57.7% |
| 10Y | +293.8% | +40.9% | +252.9% | +258.3% |
| All | +293.8% | +40.7% | +253.1% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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