+3,665.6%
UNP vs UPS
+243.4%
+3,422.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.8% |
| 7D | -5.3% | -2.9% | -2.5% | -3.8% |
| 30D | -1.5% | -3.5% | +2.0% | +0.3% |
| 3M | +10.3% | -5.7% | +16.0% | +13.2% |
| 6M | +9.7% | -4.4% | +14.0% | +10.8% |
| YTD | +27.1% | +8.0% | +19.1% | +19.8% |
| 1Y | +32.6% | +29.0% | +3.5% | +12.2% |
| 3Y | +40.0% | -27.7% | +67.7% | +57.7% |
| 5Y | +50.8% | -34.3% | +85.2% | +74.6% |
| 10Y | +278.6% | +37.8% | +240.8% | +155.1% |
| All | +3,665.6% | +243.4% | +3,422.3% | +1,310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling