+277.6%
UNP vs COPX
+583.8%
-306.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.8% | -2.3% | +0.5% | -1.3% |
| 30D | -2.7% | +0.3% | -3.0% | -3.0% |
| 3M | +6.5% | +6.8% | -0.3% | +3.5% |
| 6M | +14.4% | +7.9% | +6.4% | +8.9% |
| YTD | +24.8% | +23.7% | +1.1% | +12.0% |
| 1Y | +34.4% | +71.5% | -37.1% | +6.8% |
| 3Y | +43.6% | +149.1% | -105.5% | -4.5% |
| 5Y | +53.2% | +167.3% | -114.1% | -5.1% |
| All | +277.6% | +583.8% | -306.2% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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