+45.5%
UNP vs REPL
+48.4%
-2.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.0% | -10.6% | -2.7% |
| 7D | -4.6% | +22.8% | -27.3% | -4.7% |
| 30D | +5.6% | +63.8% | -58.2% | +5.1% |
| 3M | -1.3% | +68.1% | -69.4% | -1.8% |
| 6M | +9.2% | +528.5% | -519.2% | +6.4% |
| YTD | +27.3% | +122.4% | -95.1% | +24.4% |
| 1Y | +35.9% | +154.4% | -118.4% | +32.6% |
| 3Y | +45.5% | +68.0% | -22.5% | +36.4% |
| All | +45.5% | +48.4% | -2.9% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling