+34.6%
UNP vs EXPE
+26.5%
+8.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -1.7% | -11.5% | +9.8% | -1.4% |
| 30D | -2.1% | -13.1% | +10.9% | -1.7% |
| 3M | +5.4% | +18.1% | -12.7% | +5.0% |
| 6M | +13.4% | +13.3% | +0.1% | +12.6% |
| YTD | +25.0% | -3.2% | +28.2% | +26.0% |
| 1Y | +34.6% | +26.1% | +8.4% | +30.8% |
| All | +34.6% | +26.5% | +8.1% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling