+279.5%
UNP vs O
+54.2%
+225.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -1.2% | -3.5% | +2.3% | +0.3% |
| 30D | -2.0% | -3.3% | +1.4% | -0.6% |
| 3M | +7.5% | -2.8% | +10.4% | +8.8% |
| 6M | +15.3% | -5.8% | +21.1% | +18.1% |
| YTD | +25.4% | +9.4% | +16.0% | +20.8% |
| 1Y | +35.6% | +5.7% | +29.9% | +32.3% |
| 3Y | +44.1% | +27.2% | +16.9% | +29.0% |
| 5Y | +54.0% | +17.2% | +36.8% | +41.7% |
| All | +279.5% | +54.2% | +225.2% | +224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded O 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling