+54.7%
UNP vs USAR
-18.3%
+73.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | +0.5% |
| 7D | -2.1% | +0.8% | -2.9% | -2.0% |
| 30D | +7.3% | -30.1% | +37.4% | +6.9% |
| 3M | +3.6% | -56.3% | +59.9% | +2.8% |
| 6M | +15.8% | -68.6% | +84.4% | +14.8% |
| YTD | +32.6% | -30.5% | +63.1% | +31.7% |
| 1Y | +37.2% | -53.5% | +90.7% | +36.1% |
| 3Y | +52.6% | -19.3% | +71.9% | +60.4% |
| All | +54.7% | -18.3% | +73.0% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling