+3,275.3%
UNP vs URI
+7,134.6%
-3,859.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | -5.3% | -2.0% | -3.4% | -4.9% |
| 30D | -1.5% | -12.9% | +11.4% | +1.5% |
| 3M | +10.3% | -6.7% | +17.0% | +11.7% |
| 6M | +9.7% | +19.0% | -9.3% | +4.7% |
| YTD | +27.1% | +25.5% | +1.6% | +19.2% |
| 1Y | +32.6% | +5.5% | +27.0% | +29.1% |
| 3Y | +40.0% | +111.3% | -71.3% | +13.9% |
| 5Y | +50.8% | +198.6% | -147.7% | +11.3% |
| 10Y | +278.6% | +1,179.9% | -901.3% | +95.2% |
| All | +3,275.3% | +7,134.6% | -3,859.3% | +993.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling