+587.8%
UNP vs INDA
+115.1%
+472.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.3% | +0.7% | -6.1% | -5.7% |
| 30D | -1.5% | -0.8% | -0.8% | -1.2% |
| 3M | +10.3% | +3.9% | +6.3% | +8.1% |
| 6M | +9.7% | -0.7% | +10.4% | +9.6% |
| YTD | +27.1% | -7.7% | +34.8% | +31.2% |
| 1Y | +32.6% | -5.1% | +37.7% | +34.9% |
| 3Y | +40.0% | +13.6% | +26.4% | +30.3% |
| 5Y | +50.8% | +7.8% | +43.0% | +42.9% |
| 10Y | +278.6% | +84.6% | +194.0% | +171.6% |
| All | +587.8% | +115.1% | +472.6% | +350.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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