+275.9%
UNP vs RF
+343.3%
-67.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -5.3% | +1.3% | -6.7% | -5.9% |
| 30D | -1.5% | -3.6% | +2.1% | -0.2% |
| 3M | +10.3% | +8.1% | +2.2% | +6.7% |
| 6M | +9.7% | +11.5% | -1.8% | +4.7% |
| YTD | +27.1% | +15.6% | +11.5% | +19.4% |
| 1Y | +32.6% | +15.7% | +16.9% | +24.1% |
| 3Y | +40.0% | +86.9% | -46.9% | +5.6% |
| 5Y | +50.8% | +89.8% | -39.0% | +9.1% |
| All | +275.9% | +343.3% | -67.4% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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