+45.5%
UNP vs EW
+14.1%
+31.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.1% |
| 7D | -0.7% | -4.4% | +3.7% | -0.3% |
| 30D | -1.1% | -3.3% | +2.2% | -0.8% |
| 3M | +7.9% | +1.0% | +6.8% | +7.7% |
| 6M | +14.6% | +6.2% | +8.4% | +13.7% |
| YTD | +26.6% | +1.7% | +24.9% | +26.2% |
| 1Y | +35.6% | +8.1% | +27.4% | +34.2% |
| 3Y | +45.5% | +17.1% | +28.4% | +34.4% |
| All | +45.5% | +14.1% | +31.4% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling