+39.4%
UNP vs RF
+18.9%
+20.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | +4.2% | +1.9% | +2.3% | +3.4% |
| 30D | +5.6% | +7.3% | -1.7% | +2.8% |
| 3M | +2.0% | -7.9% | +10.0% | +5.3% |
| 6M | +15.4% | +10.5% | +4.9% | +10.2% |
| YTD | +32.7% | +9.6% | +23.1% | +25.7% |
| 1Y | +39.4% | +20.3% | +19.1% | +26.7% |
| All | +39.4% | +18.9% | +20.6% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling