+34.6%
UNP vs USAR
+25.8%
+8.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.3% |
| 7D | -1.7% | -4.4% | +2.7% | -1.8% |
| 30D | -2.1% | -10.4% | +8.3% | -2.3% |
| 3M | +5.4% | -18.4% | +23.8% | +5.3% |
| 6M | +13.4% | -8.8% | +22.2% | +12.8% |
| YTD | +25.0% | +43.4% | -18.4% | +23.6% |
| 1Y | +34.6% | +21.0% | +13.6% | +36.8% |
| All | +34.6% | +25.8% | +8.8% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling