+4,929.1%
UNP vs EW
+6,974.1%
-2,045.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -1.5% | +1.0% | -2.6% | -1.8% |
| 3M | +10.3% | +2.8% | +7.5% | +9.4% |
| 6M | +9.7% | +5.5% | +4.2% | +8.0% |
| YTD | +27.1% | +5.5% | +21.6% | +25.0% |
| 1Y | +32.6% | +11.0% | +21.5% | +28.8% |
| 3Y | +40.0% | +17.7% | +22.3% | +30.4% |
| 5Y | +50.8% | -25.7% | +76.6% | +52.5% |
| 10Y | +278.6% | +132.8% | +145.8% | +197.1% |
| All | +4,929.1% | +6,974.1% | -2,045.0% | +2,278.2% |
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 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