+145.4%
UNP vs REPL
-6.0%
+151.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | -5.3% | -3.0% | -2.4% | -5.3% |
| 30D | -1.5% | +27.1% | -28.7% | -2.4% |
| 3M | +10.3% | +52.4% | -42.1% | +7.3% |
| 6M | +9.7% | +107.4% | -97.8% | +2.1% |
| YTD | +27.1% | +54.7% | -27.6% | +19.5% |
| 1Y | +32.6% | +158.9% | -126.3% | +19.4% |
| 3Y | +40.0% | -23.7% | +63.7% | +22.6% |
| 5Y | +50.8% | -54.3% | +105.2% | +34.6% |
| All | +145.4% | -6.0% | +151.4% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling