+42.6%
UNP vs EMR
+25.6%
+17.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.8% | +1.2% |
| 7D | +3.6% | +1.6% | +2.0% | +3.2% |
| 30D | +11.4% | +5.0% | +6.4% | +10.1% |
| 3M | +4.6% | +7.7% | -3.1% | +2.8% |
| 6M | +18.3% | +26.8% | -8.5% | +11.1% |
| YTD | +35.4% | +29.9% | +5.5% | +25.7% |
| 1Y | +42.6% | +25.7% | +16.9% | +33.4% |
| All | +42.6% | +25.6% | +17.0% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling