+46.9%
UNP vs IR
+10.0%
+36.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | -5.3% | -2.8% | -2.5% | -4.5% |
| 30D | -1.5% | -15.1% | +13.6% | +3.8% |
| 3M | +10.3% | +6.1% | +4.2% | +7.6% |
| 6M | +9.7% | -16.8% | +26.5% | +15.9% |
| YTD | +27.1% | -3.5% | +30.6% | +27.3% |
| 1Y | +32.6% | -3.5% | +36.1% | +32.4% |
| All | +46.9% | +10.0% | +36.9% | +35.3% |
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