+298.3%
UNP vs USB
+92.8%
+205.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -4.6% | 0.0% | -4.6% | -4.5% |
| 30D | +5.6% | +5.8% | -0.2% | +3.0% |
| 3M | -1.3% | -6.0% | +4.6% | +1.2% |
| 6M | +9.2% | +7.8% | +1.5% | +5.1% |
| YTD | +27.3% | +14.6% | +12.7% | +18.8% |
| 1Y | +35.9% | +31.8% | +4.1% | +19.0% |
| 3Y | +45.5% | +91.5% | -46.1% | +5.4% |
| 5Y | +36.0% | +22.0% | +13.9% | +18.0% |
| All | +298.3% | +92.8% | +205.4% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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