+2,521.3%
UNP vs EXPE
+851.4%
+1,669.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.6% |
| 7D | -5.3% | -9.5% | +4.2% | -3.1% |
| 30D | -1.5% | -6.6% | +5.1% | -0.1% |
| 3M | +10.3% | +31.4% | -21.1% | +2.6% |
| 6M | +9.7% | +35.2% | -25.5% | +0.3% |
| YTD | +27.1% | +5.8% | +21.3% | +22.3% |
| 1Y | +32.6% | +38.7% | -6.1% | +18.4% |
| 3Y | +40.0% | +175.8% | -135.8% | +0.9% |
| 5Y | +50.8% | +111.8% | -61.0% | +10.2% |
| 10Y | +278.6% | +179.7% | +98.9% | +133.4% |
| All | +2,521.3% | +851.4% | +1,669.8% | +753.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling