+4,895.3%
UNP vs UMC
+259.6%
+4,635.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -0.7% |
| 7D | -5.3% | +5.0% | -10.3% | -6.2% |
| 30D | -1.5% | +7.7% | -9.2% | -3.0% |
| 3M | +10.3% | +1.7% | +8.6% | +7.9% |
| 6M | +9.7% | +113.9% | -104.3% | -7.5% |
| YTD | +27.1% | +168.9% | -141.8% | +1.5% |
| 1Y | +32.6% | +207.2% | -174.6% | +2.9% |
| 3Y | +40.0% | +227.7% | -187.7% | +5.5% |
| 5Y | +50.8% | +118.0% | -67.2% | +19.9% |
| 10Y | +278.6% | +1,682.1% | -1,403.5% | +83.8% |
| All | +4,895.3% | +259.6% | +4,635.7% | +2,197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling