+51.7%
UNP vs UL
+19.6%
+32.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | -1.7% | -3.2% | +1.5% | -1.0% |
| 30D | -2.1% | -0.6% | -1.5% | -2.0% |
| 3M | +5.4% | +9.4% | -4.0% | +3.0% |
| 6M | +13.4% | -4.1% | +17.5% | +14.1% |
| YTD | +25.0% | -2.0% | +26.9% | +25.0% |
| 1Y | +34.6% | -9.0% | +43.5% | +36.8% |
| 3Y | +43.6% | +21.8% | +21.8% | +33.8% |
| 5Y | +51.7% | +20.6% | +31.1% | +37.4% |
| All | +51.7% | +19.6% | +32.1% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling