+35.8%
UNP vs Q
+66.4%
-30.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.3% | -8.9% | -2.8% |
| 7D | -4.6% | +0.3% | -4.8% | -4.5% |
| 30D | +5.6% | -9.8% | +15.4% | +6.0% |
| 3M | -1.3% | -12.2% | +10.9% | -1.0% |
| 6M | +9.2% | -21.6% | +30.9% | +9.5% |
| YTD | +27.3% | +43.6% | -16.2% | +21.1% |
| 1Y | +35.9% | +25.7% | +10.2% | +31.0% |
| All | +35.8% | +66.4% | -30.6% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling