+35.6%
UNP vs EW
-14.5%
+50.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.8% |
| 7D | -4.6% | +11.0% | -15.6% | -6.2% |
| 30D | +5.6% | +19.1% | -13.4% | +2.7% |
| 3M | -1.3% | +14.4% | -15.7% | -3.5% |
| 6M | +9.2% | +22.8% | -13.5% | +5.4% |
| YTD | +27.3% | +19.8% | +7.5% | +23.2% |
| 1Y | +35.9% | +23.9% | +12.0% | +30.7% |
| 3Y | +45.5% | +52.2% | -6.8% | +29.8% |
| All | +35.6% | -14.5% | +50.1% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling