+51.9%
UNP vs S
-48.9%
+100.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.0% | -5.7% | +1.9% |
| 7D | -3.3% | +1.6% | -4.8% | -3.4% |
| 30D | +6.7% | -10.5% | +17.2% | +7.3% |
| 3M | +1.8% | +9.9% | -8.1% | +0.8% |
| 6M | +13.3% | +41.8% | -28.4% | +10.2% |
| YTD | +30.3% | +56.8% | -26.5% | +25.5% |
| 1Y | +36.9% | +39.0% | -2.1% | +32.8% |
| 3Y | +50.9% | +53.8% | -2.9% | +43.9% |
| 5Y | +37.9% | -68.6% | +106.5% | +33.0% |
| All | +51.9% | -48.9% | +100.8% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling