+2,634.3%
UNP vs EXPE
+729.3%
+1,905.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.1% |
| 7D | -2.1% | -17.8% | +15.7% | +2.3% |
| 30D | +7.3% | -3.2% | +10.5% | +7.6% |
| 3M | +3.6% | -19.0% | +22.6% | +7.9% |
| 6M | +15.8% | +17.7% | -1.9% | +9.8% |
| YTD | +32.6% | -7.8% | +40.4% | +30.8% |
| 1Y | +37.2% | -1.4% | +38.6% | +32.9% |
| 3Y | +52.6% | +121.9% | -69.3% | +16.0% |
| 5Y | +40.6% | +44.3% | -3.7% | +13.1% |
| 10Y | +288.4% | +125.4% | +163.0% | +151.1% |
| All | +2,634.3% | +729.3% | +1,905.0% | +812.6% |
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