+40.4%
UNP vs URI
+209.3%
-168.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | +2.1% | +9.3% | -7.2% | -0.6% |
| 30D | +7.7% | +7.6% | +0.1% | +5.3% |
| 3M | +4.0% | +1.0% | +3.0% | +3.2% |
| 6M | +15.7% | +19.8% | -4.2% | +8.8% |
| YTD | +33.5% | +41.9% | -8.4% | +18.1% |
| 1Y | +38.9% | +33.4% | +5.6% | +25.0% |
| 3Y | +53.7% | +156.0% | -102.4% | +9.3% |
| 5Y | +40.4% | +209.5% | -169.1% | -8.1% |
| All | +40.4% | +209.3% | -168.9% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling