+9,562.1%
UNP vs SO
+6,352.9%
+3,209.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.0% | +1.9% |
| 7D | -3.3% | -1.1% | -2.2% | -2.9% |
| 30D | +6.7% | +8.6% | -1.9% | +3.7% |
| 3M | +1.8% | +1.8% | 0.0% | +1.1% |
| 6M | +13.3% | +3.6% | +9.7% | +11.8% |
| YTD | +30.3% | +9.9% | +20.4% | +25.9% |
| 1Y | +36.9% | +5.7% | +31.2% | +33.9% |
| 3Y | +50.9% | +52.5% | -1.6% | +29.0% |
| 5Y | +37.9% | +77.3% | -39.4% | +11.3% |
| 10Y | +293.8% | +186.8% | +107.0% | +165.5% |
| All | +9,562.1% | +6,352.9% | +3,209.2% | +2,632.9% |
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