+9,321.7%
UNP vs RF
+1,537.4%
+7,784.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -5.3% | +1.3% | -6.7% | -5.7% |
| 30D | -1.5% | -3.6% | +2.1% | -0.7% |
| 3M | +10.3% | +8.1% | +2.2% | +8.1% |
| 6M | +9.7% | +11.5% | -1.8% | +6.6% |
| YTD | +27.1% | +15.6% | +11.5% | +22.4% |
| 1Y | +32.6% | +15.7% | +16.9% | +27.4% |
| 3Y | +40.0% | +86.9% | -46.9% | +18.4% |
| 5Y | +50.8% | +89.8% | -39.0% | +25.2% |
| 10Y | +278.6% | +344.7% | -66.1% | +150.2% |
| All | +9,321.7% | +1,537.4% | +7,784.3% | +3,696.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling