+37.1%
UNP vs EW
+26.0%
+11.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -0.9% | +9.3% | -10.2% | -1.6% |
| 30D | +8.0% | +22.1% | -14.1% | +6.4% |
| 3M | +3.3% | +13.0% | -9.7% | +2.3% |
| 6M | +14.7% | +30.1% | -15.4% | +12.4% |
| YTD | +31.9% | +22.0% | +9.9% | +31.5% |
| 1Y | +37.1% | +23.7% | +13.4% | +36.4% |
| All | +37.1% | +26.0% | +11.1% | +36.4% |
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