+157.7%
UNP vs REPL
+37.4%
+120.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | +2.1% | +9.8% | -7.7% | +1.8% |
| 30D | +7.7% | +81.5% | -73.8% | +5.7% |
| 3M | +4.0% | +44.2% | -40.2% | +2.7% |
| 6M | +15.7% | +437.4% | -421.7% | +6.6% |
| YTD | +33.5% | +126.1% | -92.6% | +23.9% |
| 1Y | +38.9% | +143.1% | -104.2% | +28.5% |
| 3Y | +53.7% | +97.8% | -44.2% | +26.8% |
| 5Y | +40.4% | -34.3% | +74.7% | +24.0% |
| All | +157.7% | +37.4% | +120.4% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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