+54.0%
UNP vs OSCR
+96.8%
-42.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -1.8% | +1.6% | -3.4% | -1.9% |
| 30D | -2.7% | +10.7% | -13.4% | -3.2% |
| 3M | +6.5% | +13.4% | -6.9% | +5.7% |
| 6M | +14.4% | +144.6% | -130.2% | +9.0% |
| YTD | +24.8% | +128.0% | -103.2% | +19.2% |
| 1Y | +34.4% | +68.7% | -34.2% | +29.6% |
| 3Y | +43.6% | +398.8% | -355.2% | +25.6% |
| All | +54.0% | +96.8% | -42.8% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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