+9,321.7%
UNP vs UL
+2,661.1%
+6,660.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -5.3% | -1.3% | -4.0% | -4.9% |
| 30D | -1.5% | +0.5% | -2.0% | -1.7% |
| 3M | +10.3% | +17.6% | -7.3% | +3.9% |
| 6M | +9.7% | -5.4% | +15.0% | +11.1% |
| YTD | +27.1% | +0.7% | +26.4% | +26.0% |
| 1Y | +32.6% | -9.3% | +41.8% | +35.8% |
| 3Y | +40.0% | +24.5% | +15.5% | +27.1% |
| 5Y | +50.8% | +23.2% | +27.6% | +35.4% |
| 10Y | +278.6% | +64.5% | +214.1% | +201.6% |
| All | +9,321.7% | +2,661.1% | +6,660.6% | +3,095.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling