+42.6%
UNP vs EW
+19.7%
+23.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +1.3% |
| 7D | +3.6% | +8.3% | -4.7% | +2.9% |
| 30D | +11.4% | +13.9% | -2.6% | +10.1% |
| 3M | +4.6% | +10.9% | -6.3% | +3.6% |
| 6M | +18.3% | +19.2% | -1.0% | +16.5% |
| YTD | +35.4% | +16.6% | +18.8% | +35.4% |
| 1Y | +42.6% | +18.1% | +24.5% | +42.1% |
| All | +42.6% | +19.7% | +23.0% | +42.1% |
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