+293.8%
UNP vs URI
+1,313.6%
-1,019.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.9% | -4.5% | 0.0% |
| 7D | -3.3% | -4.0% | +0.8% | -2.0% |
| 30D | +6.7% | +6.8% | -0.1% | +4.1% |
| 3M | +1.8% | -2.8% | +4.6% | +2.2% |
| 6M | +13.3% | +20.9% | -7.5% | +4.9% |
| YTD | +30.3% | +40.2% | -9.9% | +12.8% |
| 1Y | +36.9% | +34.1% | +2.8% | +20.2% |
| 3Y | +50.9% | +164.1% | -113.2% | -0.8% |
| 5Y | +37.9% | +199.3% | -161.4% | -17.2% |
| 10Y | +293.8% | +1,218.8% | -925.0% | +22.5% |
| All | +293.8% | +1,313.6% | -1,019.9% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling