+32.6%
UNP vs EMR
+19.4%
+13.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.2% |
| 7D | -5.3% | -1.5% | -3.8% | -5.0% |
| 30D | -1.5% | -5.6% | +4.1% | -0.3% |
| 3M | +10.3% | +7.9% | +2.3% | +7.9% |
| 6M | +9.7% | +6.0% | +3.6% | +7.6% |
| YTD | +27.1% | +16.4% | +10.7% | +21.5% |
| 1Y | +32.6% | +16.6% | +16.0% | +26.5% |
| All | +32.6% | +19.4% | +13.1% | +26.5% |
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