+279.5%
UNP vs EOG
+121.2%
+158.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.2% | +1.0% | -2.2% | -1.4% |
| 30D | -2.0% | +2.8% | -4.8% | -2.8% |
| 3M | +7.5% | +5.9% | +1.6% | +5.5% |
| 6M | +15.3% | +17.1% | -1.7% | +9.5% |
| YTD | +25.4% | +43.9% | -18.5% | +12.2% |
| 1Y | +35.6% | +26.9% | +8.7% | +25.4% |
| 3Y | +44.1% | +23.6% | +20.6% | +32.3% |
| 5Y | +54.0% | +178.1% | -124.2% | +6.5% |
| All | +279.5% | +121.2% | +158.2% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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