+52.2%
UNP vs COO
-38.8%
+91.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.6% |
| 7D | -5.3% | -2.2% | -3.1% | -4.7% |
| 30D | -1.5% | -7.0% | +5.5% | +0.4% |
| 3M | +10.3% | +12.2% | -2.0% | +6.4% |
| 6M | +9.7% | -15.1% | +24.8% | +14.5% |
| YTD | +27.1% | -15.1% | +42.2% | +32.7% |
| 1Y | +32.6% | +2.3% | +30.2% | +30.6% |
| 3Y | +40.0% | -23.7% | +63.7% | +46.6% |
| All | +52.2% | -38.8% | +91.0% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling