+7,233.9%
UNP vs STZ
+10,752.7%
-3,518.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.2% |
| 7D | -4.6% | +4.9% | -9.5% | -5.5% |
| 30D | +5.6% | +20.9% | -15.2% | +1.4% |
| 3M | -1.3% | +8.0% | -9.3% | -3.2% |
| 6M | +9.2% | -5.3% | +14.5% | +10.0% |
| YTD | +27.3% | +5.9% | +21.4% | +24.7% |
| 1Y | +35.9% | +14.2% | +21.7% | +30.9% |
| 3Y | +45.5% | -37.0% | +82.4% | +57.3% |
| 5Y | +36.0% | -29.7% | +65.7% | +43.0% |
| 10Y | +307.2% | +5.2% | +302.0% | +287.8% |
| All | +7,233.9% | +10,752.7% | -3,518.8% | +3,422.2% |
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