+53.7%
UNP vs S
-49.1%
+102.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -0.9% | +1.4% | -2.3% | -1.0% |
| 30D | +8.0% | -10.8% | +18.8% | +8.6% |
| 3M | +3.3% | +5.4% | -2.1% | +2.6% |
| 6M | +14.7% | +41.2% | -26.5% | +11.6% |
| YTD | +31.9% | +56.2% | -24.3% | +27.0% |
| 1Y | +37.1% | +36.3% | +0.8% | +33.2% |
| 3Y | +51.9% | +49.4% | +2.4% | +45.0% |
| 5Y | +39.3% | -66.9% | +106.2% | +34.4% |
| All | +53.7% | -49.1% | +102.8% | +49.3% |
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