+43.4%
UNP vs STRL
+484.5%
-441.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -0.1% |
| 7D | -5.3% | +3.4% | -8.7% | -5.5% |
| 30D | -1.5% | -9.2% | +7.7% | -1.2% |
| 3M | +10.3% | -51.0% | +61.3% | +13.3% |
| 6M | +9.7% | +15.8% | -6.1% | +6.0% |
| YTD | +27.1% | +58.9% | -31.8% | +20.0% |
| 1Y | +32.6% | +68.5% | -35.9% | +23.4% |
| All | +43.4% | +484.5% | -441.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 3y: compounded portfolio wealth divided by compounded STRL 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…
3y analysis · Full analysis span regression · 6 months rolling