+54.1%
UNP vs RF
+118.1%
-64.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.1% | -1.3% | -0.7% | -1.5% |
| 30D | +7.3% | +4.6% | +2.7% | +5.4% |
| 3M | +3.6% | -8.4% | +12.1% | +7.2% |
| 6M | +15.8% | +8.9% | +7.0% | +11.6% |
| YTD | +32.6% | +8.8% | +23.8% | +27.3% |
| 1Y | +37.2% | +18.9% | +18.3% | +27.1% |
| All | +54.1% | +118.1% | -64.0% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling