+48.1%
UNP vs S
-56.8%
+104.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -5.3% | -7.7% | +2.4% | -4.9% |
| 30D | -1.5% | -5.3% | +3.8% | -1.3% |
| 3M | +10.3% | +20.3% | -10.0% | +8.7% |
| 6M | +9.7% | +47.4% | -37.7% | +6.3% |
| YTD | +27.1% | +32.5% | -5.4% | +24.0% |
| 1Y | +32.6% | +9.5% | +23.0% | +30.8% |
| 3Y | +40.0% | +15.5% | +24.5% | +36.0% |
| 5Y | +50.8% | -71.2% | +122.0% | +47.3% |
| All | +48.1% | -56.8% | +104.9% | +45.6% |
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