+52.2%
UNP vs IR
+45.6%
+6.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | -5.3% | -2.8% | -2.5% | -4.4% |
| 30D | -1.5% | -15.1% | +13.6% | +4.3% |
| 3M | +10.3% | +6.1% | +4.2% | +7.4% |
| 6M | +9.7% | -16.8% | +26.5% | +16.3% |
| YTD | +27.1% | -3.5% | +30.6% | +27.2% |
| 1Y | +32.6% | -3.5% | +36.1% | +32.2% |
| 3Y | +40.0% | +9.5% | +30.5% | +28.7% |
| All | +52.2% | +45.6% | +6.6% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling