+277.6%
UNP vs UMC
+1,863.6%
-1,585.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -0.8% |
| 7D | -1.8% | +9.0% | -10.8% | -2.9% |
| 30D | -2.7% | +17.2% | -20.0% | -4.7% |
| 3M | +6.5% | +11.4% | -4.9% | +3.7% |
| 6M | +14.4% | +137.5% | -123.1% | -0.8% |
| YTD | +24.8% | +193.1% | -168.3% | +3.9% |
| 1Y | +34.4% | +240.3% | -205.9% | +9.0% |
| 3Y | +43.6% | +262.2% | -218.6% | +13.6% |
| 5Y | +53.2% | +143.1% | -89.9% | +26.0% |
| All | +277.6% | +1,863.6% | -1,585.9% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling