+32.6%
UNP vs FOXA
+9.1%
+23.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.5% | +0.4% |
| 7D | -5.3% | -4.0% | -1.4% | -5.0% |
| 30D | -1.5% | +12.0% | -13.5% | -2.5% |
| 3M | +10.3% | +0.3% | +10.0% | +10.2% |
| 6M | +9.7% | +12.5% | -2.8% | +8.0% |
| YTD | +27.1% | -9.6% | +36.7% | +28.9% |
| 1Y | +32.6% | +8.6% | +24.0% | +29.6% |
| All | +32.6% | +9.1% | +23.5% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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