+5,588.1%
UNP vs IT
+6,253.0%
-664.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | +2.1% | -3.7% | +5.7% | +2.8% |
| 30D | +7.7% | -3.1% | +10.8% | +8.1% |
| 3M | +4.0% | +6.3% | -2.3% | +2.2% |
| 6M | +15.7% | +24.8% | -9.1% | +8.9% |
| YTD | +33.5% | -24.4% | +57.9% | +36.3% |
| 1Y | +38.9% | -17.1% | +56.0% | +39.3% |
| 3Y | +53.7% | -53.6% | +107.3% | +69.3% |
| 5Y | +40.4% | -42.5% | +83.0% | +46.4% |
| 10Y | +291.1% | +88.8% | +202.3% | +221.8% |
| All | +5,588.1% | +6,253.0% | -664.9% | +2,896.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling