+279.5%
UNP vs UL
+65.6%
+213.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.8% |
| 7D | -1.2% | -4.1% | +2.9% | +0.2% |
| 30D | -2.0% | -1.2% | -0.8% | -1.6% |
| 3M | +7.5% | +6.0% | +1.5% | +5.1% |
| 6M | +15.3% | -5.5% | +20.8% | +16.9% |
| YTD | +25.4% | -3.3% | +28.7% | +26.0% |
| 1Y | +35.6% | -9.8% | +45.4% | +39.2% |
| 3Y | +44.1% | +20.1% | +24.0% | +31.7% |
| 5Y | +54.0% | +19.2% | +34.8% | +39.1% |
| All | +279.5% | +65.6% | +213.8% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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