+798.9%
UNP vs URA
-51.6%
+850.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -3.6% |
| 7D | -4.6% | -4.1% | -0.4% | -3.7% |
| 30D | +5.6% | -19.0% | +24.6% | +10.3% |
| 3M | -1.3% | -25.1% | +23.8% | +4.5% |
| 6M | +9.2% | -44.5% | +53.7% | +22.7% |
| YTD | +27.3% | -24.3% | +51.7% | +30.6% |
| 1Y | +35.9% | -28.1% | +64.0% | +40.6% |
| 3Y | +45.5% | +40.7% | +4.8% | +19.5% |
| 5Y | +36.0% | +35.5% | +0.5% | +8.1% |
| 10Y | +307.2% | +281.2% | +26.0% | +107.9% |
| All | +798.9% | -51.6% | +850.6% | +667.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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