+7,220.2%
UNP vs STZ
+9,621.1%
-2,400.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -5.3% | -1.9% | -3.4% | -5.0% |
| 30D | -1.5% | -1.9% | +0.3% | -1.3% |
| 3M | +10.3% | -6.2% | +16.5% | +11.5% |
| 6M | +9.7% | -14.0% | +23.7% | +12.8% |
| YTD | +27.1% | -5.1% | +32.2% | +27.7% |
| 1Y | +32.6% | -9.6% | +42.1% | +34.3% |
| 3Y | +40.0% | -47.2% | +87.2% | +57.4% |
| 5Y | +50.8% | -33.6% | +84.4% | +60.9% |
| 10Y | +278.6% | -9.8% | +288.4% | +272.7% |
| All | +7,220.2% | +9,621.1% | -2,400.9% | +3,505.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling