+4.0%
UNP vs EOG
+10.4%
-6.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.7% |
| 7D | +2.1% | +7.4% | -5.3% | +2.1% |
| 30D | +7.7% | +2.3% | +5.5% | +7.2% |
| 3M | +4.0% | +9.5% | -5.4% | +4.2% |
| All | +4.0% | +10.4% | -6.4% | +4.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling