+271.8%
UNP vs SO
+156.9%
+114.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -0.7% | +1.0% | -1.8% | -1.1% |
| 30D | -1.1% | -3.2% | +2.1% | +0.1% |
| 3M | +7.9% | -1.7% | +9.6% | +8.5% |
| 6M | +14.6% | -7.2% | +21.8% | +17.8% |
| YTD | +26.6% | +4.6% | +22.0% | +24.1% |
| 1Y | +35.6% | +1.2% | +34.4% | +34.3% |
| 3Y | +45.5% | +45.3% | +0.2% | +23.6% |
| 5Y | +50.0% | +58.7% | -8.7% | +22.2% |
| 10Y | +271.8% | +155.9% | +116.0% | +180.1% |
| All | +271.8% | +156.9% | +114.9% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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