+9,339.3%
UNP vs SO
+6,268.1%
+3,071.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.2% |
| 7D | -4.6% | -1.5% | -3.1% | -4.1% |
| 30D | +5.6% | +8.1% | -2.4% | +2.9% |
| 3M | -1.3% | +0.2% | -1.5% | -1.5% |
| 6M | +9.2% | +0.4% | +8.9% | +9.0% |
| YTD | +27.3% | +8.5% | +18.8% | +23.5% |
| 1Y | +35.9% | +4.9% | +31.0% | +33.2% |
| 3Y | +45.5% | +47.9% | -2.4% | +25.6% |
| 5Y | +36.0% | +75.7% | -39.7% | +10.1% |
| 10Y | +307.2% | +178.0% | +129.2% | +177.3% |
| All | +9,339.3% | +6,268.1% | +3,071.2% | +2,581.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling