+42.6%
UNP vs UMC
+112.5%
-69.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.6% |
| 7D | +3.6% | -14.7% | +18.3% | +3.1% |
| 30D | +11.4% | -32.9% | +44.2% | +10.2% |
| 3M | +4.6% | -22.2% | +26.7% | +4.0% |
| 6M | +18.3% | +25.9% | -7.6% | +19.9% |
| YTD | +35.4% | +107.9% | -72.5% | +47.2% |
| 1Y | +42.6% | +115.0% | -72.4% | +54.9% |
| All | +42.6% | +112.5% | -69.9% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling