+9,339.3%
UNP vs COO
+5,356.1%
+3,983.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.5% |
| 7D | -4.6% | +4.7% | -9.3% | -4.9% |
| 30D | +5.6% | +13.9% | -8.3% | +4.7% |
| 3M | -1.3% | -14.9% | +13.6% | -0.3% |
| 6M | +9.2% | +2.0% | +7.2% | +8.9% |
| YTD | +27.3% | -23.9% | +51.2% | +29.5% |
| 1Y | +35.9% | -9.6% | +45.5% | +36.5% |
| 3Y | +45.5% | -25.4% | +70.9% | +47.5% |
| 5Y | +36.0% | -41.2% | +77.2% | +39.6% |
| 10Y | +307.2% | +42.1% | +265.1% | +298.8% |
| All | +9,339.3% | +5,356.1% | +3,983.2% | +8,487.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling