+4,938.4%
UNP vs EW
+7,937.2%
-2,998.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.9% |
| 7D | -4.6% | +11.0% | -15.6% | -6.7% |
| 30D | +5.6% | +19.1% | -13.4% | +1.8% |
| 3M | -1.3% | +14.4% | -15.7% | -4.2% |
| 6M | +9.2% | +22.8% | -13.5% | +4.2% |
| YTD | +27.3% | +19.8% | +7.5% | +21.8% |
| 1Y | +35.9% | +23.9% | +12.0% | +29.0% |
| 3Y | +45.5% | +52.2% | -6.8% | +28.2% |
| 5Y | +36.0% | -13.9% | +49.9% | +33.2% |
| 10Y | +307.2% | +241.9% | +65.3% | +197.6% |
| All | +4,938.4% | +7,937.2% | -2,998.8% | +2,216.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling