+40.7%
UNP vs Q
+75.8%
-35.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.2% |
| 7D | -0.9% | +4.0% | -4.9% | -1.0% |
| 30D | +8.0% | -2.3% | +10.3% | +8.1% |
| 3M | +3.3% | -7.9% | +11.3% | +3.6% |
| 6M | +14.7% | -16.0% | +30.7% | +14.7% |
| YTD | +31.9% | +51.7% | -19.8% | +25.3% |
| 1Y | +37.1% | +28.3% | +8.8% | +32.5% |
| All | +40.7% | +75.8% | -35.2% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling