+145.8%
UNP vs REPL
+35.1%
+110.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.0% | -10.6% | -2.9% |
| 7D | -4.6% | +22.8% | -27.3% | -5.2% |
| 30D | +5.6% | +63.8% | -58.2% | +3.9% |
| 3M | -1.3% | +68.1% | -69.4% | -3.1% |
| 6M | +9.2% | +528.5% | -519.2% | -0.1% |
| YTD | +27.3% | +122.4% | -95.1% | +18.2% |
| 1Y | +35.9% | +154.4% | -118.4% | +25.4% |
| 3Y | +45.5% | +68.0% | -22.5% | +21.5% |
| 5Y | +36.0% | -35.4% | +71.4% | +20.1% |
| All | +145.8% | +35.1% | +110.7% | +80.4% |
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