+9.2%
UNP vs STZ
-4.7%
+13.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.4% |
| 7D | -4.6% | +4.9% | -9.5% | -5.1% |
| 30D | +5.6% | +20.9% | -15.2% | +3.5% |
| 3M | -1.3% | +8.0% | -9.3% | -2.8% |
| 6M | +9.2% | -5.3% | +14.5% | +8.5% |
| All | +9.2% | -4.7% | +13.9% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 6mo: compounded portfolio wealth divided by compounded STZ 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…
6mo analysis · Full analysis span regression · 6 months rolling