+5,549.0%
UNP vs IT
+6,324.9%
-775.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | -2.1% | -6.8% | +4.8% | -0.8% |
| 30D | +7.3% | -0.6% | +7.9% | +7.1% |
| 3M | +3.6% | +3.1% | +0.6% | +2.3% |
| 6M | +15.8% | +25.5% | -9.6% | +8.9% |
| YTD | +32.6% | -23.5% | +56.1% | +35.0% |
| 1Y | +37.2% | -16.6% | +53.9% | +37.4% |
| 3Y | +52.6% | -53.1% | +105.7% | +67.8% |
| 5Y | +40.6% | -41.4% | +82.0% | +46.0% |
| 10Y | +288.4% | +90.9% | +197.5% | +218.9% |
| All | +5,549.0% | +6,324.9% | -775.9% | +2,870.1% |
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 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