+9,339.3%
UNP vs EXPD
+30,172.0%
-20,832.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.4% | -2.0% |
| 7D | -4.6% | -7.2% | +2.6% | -2.6% |
| 30D | +5.6% | -3.3% | +8.9% | +6.6% |
| 3M | -1.3% | +3.4% | -4.7% | -2.3% |
| 6M | +9.2% | +22.7% | -13.5% | +3.1% |
| YTD | +27.3% | +24.5% | +2.8% | +18.7% |
| 1Y | +35.9% | +38.6% | -2.7% | +22.9% |
| 3Y | +45.5% | +71.5% | -26.0% | +22.9% |
| 5Y | +36.0% | +56.2% | -20.3% | +16.8% |
| 10Y | +307.2% | +310.5% | -3.3% | +173.0% |
| All | +9,339.3% | +30,172.0% | -20,832.7% | +4,020.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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