+5,120.1%
UNP vs EW
+8,084.4%
-2,964.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -0.9% | +9.3% | -10.2% | -2.8% |
| 30D | +8.0% | +22.1% | -14.1% | +3.5% |
| 3M | +3.3% | +13.0% | -9.7% | +0.5% |
| 6M | +14.7% | +30.1% | -15.4% | +8.1% |
| YTD | +31.9% | +22.0% | +9.9% | +25.7% |
| 1Y | +37.1% | +23.7% | +13.4% | +30.2% |
| 3Y | +51.9% | +62.0% | -10.1% | +32.0% |
| 5Y | +39.3% | -12.4% | +51.7% | +35.9% |
| 10Y | +284.1% | +236.1% | +48.0% | +181.5% |
| All | +5,120.1% | +8,084.4% | -2,964.3% | +2,290.3% |
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