+279.5%
UNP vs IT
+92.9%
+186.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -1.2% | -12.7% | +11.5% | +2.4% |
| 30D | -2.0% | -8.9% | +6.9% | +0.2% |
| 3M | +7.5% | +10.1% | -2.6% | +2.9% |
| 6M | +15.3% | +7.3% | +8.1% | +9.9% |
| YTD | +25.4% | -32.4% | +57.8% | +36.2% |
| 1Y | +35.6% | -26.6% | +62.2% | +42.2% |
| 3Y | +44.1% | -51.8% | +96.0% | +68.3% |
| 5Y | +54.0% | -45.6% | +99.6% | +66.0% |
| All | +279.5% | +92.9% | +186.5% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling