+32.6%
UNP vs EW
+11.0%
+21.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -1.5% | +1.0% | -2.6% | -1.7% |
| 3M | +10.3% | +2.8% | +7.5% | +10.0% |
| 6M | +9.7% | +5.5% | +4.2% | +9.4% |
| YTD | +27.1% | +5.5% | +21.6% | +27.3% |
| 1Y | +32.6% | +11.0% | +21.5% | +31.3% |
| All | +32.6% | +11.0% | +21.6% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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