+47.5%
UNP vs S
-57.8%
+105.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | -0.7% | -5.8% | +5.1% | -0.4% |
| 30D | -1.1% | -9.2% | +8.1% | -0.7% |
| 3M | +7.9% | +23.4% | -15.5% | +6.2% |
| 6M | +14.6% | +36.9% | -22.3% | +11.7% |
| YTD | +26.6% | +29.5% | -2.9% | +23.6% |
| 1Y | +35.6% | +5.4% | +30.1% | +34.1% |
| 3Y | +45.5% | +14.7% | +30.8% | +41.4% |
| 5Y | +50.0% | -71.5% | +121.5% | +46.7% |
| All | +47.5% | -57.8% | +105.3% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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