+293.8%
UNP vs RF
+277.2%
+16.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.5% |
| 7D | -3.3% | -0.1% | -3.1% | -3.2% |
| 30D | +6.7% | +7.0% | -0.3% | +3.9% |
| 3M | +1.8% | -7.0% | +8.8% | +4.6% |
| 6M | +13.3% | +6.8% | +6.6% | +10.1% |
| YTD | +30.3% | +9.9% | +20.4% | +24.8% |
| 1Y | +36.9% | +21.1% | +15.8% | +26.0% |
| 3Y | +50.9% | +119.6% | -68.7% | +7.3% |
| 5Y | +37.9% | +46.2% | -8.2% | +11.5% |
| 10Y | +293.8% | +261.5% | +32.3% | +97.6% |
| All | +293.8% | +277.2% | +16.6% | +97.6% |
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