+53.9%
UNP vs USAR
-21.7%
+75.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.6% | +10.8% | +1.1% |
| 7D | -0.9% | -9.1% | +8.1% | -1.0% |
| 30D | +8.0% | -36.9% | +44.9% | +7.5% |
| 3M | +3.3% | -58.4% | +61.7% | +2.4% |
| 6M | +14.7% | -70.6% | +85.3% | +13.6% |
| YTD | +31.9% | -33.4% | +65.4% | +31.0% |
| 1Y | +37.1% | -54.0% | +91.1% | +36.0% |
| 3Y | +51.9% | -22.7% | +74.5% | +59.5% |
| All | +53.9% | -21.7% | +75.7% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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