+52.2%
UNP vs STRL
+2,010.6%
-1,958.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -0.2% |
| 7D | -5.3% | +3.4% | -8.7% | -5.6% |
| 30D | -1.5% | -9.2% | +7.7% | -1.0% |
| 3M | +10.3% | -51.0% | +61.3% | +15.5% |
| 6M | +9.7% | +15.8% | -6.1% | +4.4% |
| YTD | +27.1% | +58.9% | -31.8% | +16.5% |
| 1Y | +32.6% | +68.5% | -35.9% | +19.2% |
| 3Y | +40.0% | +485.2% | -445.2% | -0.6% |
| All | +52.2% | +2,010.6% | -1,958.4% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling