+48.4%
UNP vs S
-52.7%
+101.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.7% |
| 7D | -4.6% | -13.4% | +8.9% | -3.8% |
| 30D | +5.6% | -14.0% | +19.6% | +6.5% |
| 3M | -1.3% | +4.9% | -6.2% | -2.0% |
| 6M | +9.2% | +42.0% | -32.8% | +6.2% |
| YTD | +27.3% | +45.1% | -17.8% | +23.2% |
| 1Y | +35.9% | +33.1% | +2.8% | +32.1% |
| 3Y | +45.5% | +40.6% | +4.8% | +39.4% |
| 5Y | +36.0% | -67.5% | +103.4% | +31.9% |
| All | +48.4% | -52.7% | +101.1% | +44.7% |
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