+50.0%
UNP vs O
+14.8%
+35.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.7% | -0.6% | -0.2% | -0.5% |
| 30D | -1.1% | -2.0% | +0.8% | -0.3% |
| 3M | +7.9% | +3.0% | +4.9% | +6.4% |
| 6M | +14.6% | -3.6% | +18.3% | +16.4% |
| YTD | +26.6% | +12.1% | +14.5% | +20.3% |
| 1Y | +35.6% | +8.9% | +26.7% | +30.3% |
| 3Y | +45.5% | +30.3% | +15.2% | +27.7% |
| 5Y | +50.0% | +13.7% | +36.3% | +40.1% |
| All | +50.0% | +14.8% | +35.2% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling