+151.6%
UNP vs REPL
+39.1%
+112.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +2.3% |
| 7D | -3.3% | +14.2% | -17.5% | -3.7% |
| 30D | +6.7% | +65.9% | -59.2% | +4.9% |
| 3M | +1.8% | +84.6% | -82.8% | -0.3% |
| 6M | +13.3% | +446.9% | -433.6% | +4.3% |
| YTD | +30.3% | +129.0% | -98.7% | +20.9% |
| 1Y | +36.9% | +167.9% | -130.9% | +26.2% |
| 3Y | +50.9% | +93.9% | -43.0% | +24.9% |
| 5Y | +37.9% | -33.0% | +70.9% | +21.7% |
| All | +151.6% | +39.1% | +112.5% | +84.5% |
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