+45.5%
UNP vs IR
+27.4%
+18.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.0% |
| 7D | -4.6% | +3.7% | -8.2% | -5.6% |
| 30D | +5.6% | +7.4% | -1.8% | +3.0% |
| 3M | -1.3% | -5.9% | +4.6% | +0.4% |
| 6M | +9.2% | +5.6% | +3.7% | +6.6% |
| YTD | +27.3% | +4.8% | +22.5% | +23.9% |
| 1Y | +35.9% | +6.9% | +29.0% | +31.1% |
| 3Y | +45.5% | +27.6% | +17.9% | +26.0% |
| All | +45.5% | +27.4% | +18.1% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 3y: compounded portfolio wealth divided by compounded IR 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…
3y analysis · Full analysis span regression · 6 months rolling