+69.6%
UNP vs U
-31.4%
+101.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -3.3% | +32.3% | -35.6% | -4.5% |
| 30D | +6.7% | +9.7% | -3.0% | +6.1% |
| 3M | +1.8% | +19.6% | -17.8% | +0.8% |
| 6M | +13.3% | +82.6% | -69.3% | +9.7% |
| YTD | +30.3% | +16.4% | +13.9% | +28.2% |
| 1Y | +36.9% | +28.5% | +8.5% | +33.8% |
| 3Y | +50.9% | +103.8% | -52.8% | +40.1% |
| 5Y | +37.9% | -70.0% | +108.0% | +29.4% |
| All | +69.6% | -31.4% | +101.0% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling