+54.0%
UNP vs UPS
-33.5%
+87.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -1.2% | -3.4% | +2.2% | +0.2% |
| 30D | -2.0% | -2.7% | +0.8% | -0.9% |
| 3M | +7.5% | -1.6% | +9.2% | +7.9% |
| 6M | +15.3% | +2.3% | +13.0% | +13.3% |
| YTD | +25.4% | +5.6% | +19.8% | +21.5% |
| 1Y | +35.6% | +27.1% | +8.5% | +21.3% |
| 3Y | +44.1% | -26.3% | +70.4% | +56.5% |
| 5Y | +54.0% | -34.5% | +88.4% | +71.7% |
| All | +54.0% | -33.5% | +87.5% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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