+9,321.7%
UNP vs SO
+5,976.4%
+3,345.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -5.3% | -0.2% | -5.2% | -5.3% |
| 30D | -1.5% | -4.6% | +3.0% | 0.0% |
| 3M | +10.3% | -3.0% | +13.3% | +11.4% |
| 6M | +9.7% | -8.3% | +17.9% | +12.8% |
| YTD | +27.1% | +3.5% | +23.6% | +25.3% |
| 1Y | +32.6% | -0.9% | +33.5% | +32.5% |
| 3Y | +40.0% | +45.4% | -5.4% | +21.6% |
| 5Y | +50.8% | +59.6% | -8.8% | +26.2% |
| 10Y | +278.6% | +156.6% | +122.0% | +164.8% |
| All | +9,321.7% | +5,976.4% | +3,345.4% | +2,621.2% |
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