+9,321.7%
UNP vs OMC
+6,006.3%
+3,315.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.0% |
| 7D | -5.3% | -6.4% | +1.1% | -3.3% |
| 30D | -1.5% | +1.1% | -2.7% | -2.1% |
| 3M | +10.3% | +10.4% | -0.2% | +6.0% |
| 6M | +9.7% | -1.7% | +11.4% | +9.4% |
| YTD | +27.1% | +4.4% | +22.7% | +22.8% |
| 1Y | +32.6% | +8.4% | +24.1% | +25.8% |
| 3Y | +40.0% | +14.4% | +25.6% | +28.4% |
| 5Y | +50.8% | +33.9% | +17.0% | +28.2% |
| 10Y | +278.6% | +34.9% | +243.8% | +209.5% |
| All | +9,321.7% | +6,006.3% | +3,315.5% | +3,330.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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