+54.0%
UNP vs UMC
+134.9%
-80.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.6% |
| 7D | -1.2% | +11.4% | -12.5% | -2.2% |
| 30D | -2.0% | +16.8% | -18.8% | -3.5% |
| 3M | +7.5% | +19.1% | -11.6% | +4.2% |
| 6M | +15.3% | +137.4% | -122.1% | +1.9% |
| YTD | +25.4% | +186.4% | -161.0% | +6.7% |
| 1Y | +35.6% | +229.1% | -193.5% | +12.4% |
| 3Y | +44.1% | +257.9% | -213.7% | +15.6% |
| 5Y | +54.0% | +137.5% | -83.6% | +22.8% |
| All | +54.0% | +134.9% | -80.9% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling