+9,796.0%
UNP vs UL
+2,739.8%
+7,056.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +2.1% | -2.5% | +4.6% | +3.0% |
| 30D | +7.7% | +5.7% | +2.1% | +5.7% |
| 3M | +4.0% | +7.0% | -2.9% | +1.6% |
| 6M | +15.7% | +16.1% | -0.4% | +9.4% |
| YTD | +33.5% | +3.6% | +29.9% | +30.9% |
| 1Y | +38.9% | -1.4% | +40.3% | +38.3% |
| 3Y | +53.7% | +34.1% | +19.6% | +35.9% |
| 5Y | +40.4% | +32.0% | +8.4% | +22.9% |
| 10Y | +291.1% | +104.7% | +186.4% | +189.2% |
| All | +9,796.0% | +2,739.8% | +7,056.2% | +3,220.8% |
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 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