+34.6%
UNP vs EW
+7.5%
+27.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -1.7% | -5.1% | +3.4% | -1.3% |
| 30D | -2.1% | -6.4% | +4.2% | -1.6% |
| 3M | +5.4% | -1.6% | +7.0% | +5.7% |
| 6M | +13.4% | +2.3% | +11.1% | +13.3% |
| YTD | +25.0% | +1.1% | +23.9% | +25.7% |
| 1Y | +34.6% | +8.0% | +26.6% | +33.1% |
| All | +34.6% | +7.5% | +27.1% | +33.1% |
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