+9,679.5%
UNP vs COO
+5,462.0%
+4,217.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -0.9% | +4.5% | -5.4% | -1.2% |
| 30D | +8.0% | +16.9% | -8.9% | +6.8% |
| 3M | +3.3% | -16.7% | +20.1% | +4.5% |
| 6M | +14.7% | +5.9% | +8.8% | +14.0% |
| YTD | +31.9% | -22.4% | +54.4% | +34.0% |
| 1Y | +37.1% | -10.1% | +47.2% | +37.8% |
| 3Y | +51.9% | -22.8% | +74.6% | +53.6% |
| 5Y | +39.3% | -41.4% | +80.7% | +43.0% |
| 10Y | +284.1% | +41.3% | +242.8% | +276.1% |
| All | +9,679.5% | +5,462.0% | +4,217.6% | +8,784.8% |
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