+618.2%
UNP vs INDA
+121.8%
+496.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +4.2% | +1.1% | +3.1% | +3.7% |
| 30D | +5.6% | +9.4% | -3.8% | +1.3% |
| 3M | +2.0% | +2.9% | -0.9% | +0.6% |
| 6M | +15.4% | +7.2% | +8.2% | +11.4% |
| YTD | +32.7% | -4.8% | +37.5% | +35.0% |
| 1Y | +39.4% | -5.1% | +44.5% | +41.9% |
| 3Y | +54.3% | +16.7% | +37.6% | +41.8% |
| 5Y | +39.6% | +8.8% | +30.9% | +31.7% |
| 10Y | +288.9% | +116.2% | +172.6% | +162.4% |
| All | +618.2% | +121.8% | +496.4% | +363.5% |
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