+35.5%
UNP vs USB
+33.5%
+2.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | +1.5% |
| 7D | -3.3% | +0.8% | -4.0% | -3.5% |
| 30D | +6.7% | +6.8% | -0.1% | +4.5% |
| 3M | +1.8% | -3.8% | +5.6% | +3.0% |
| 6M | +13.3% | +11.7% | +1.6% | +8.3% |
| YTD | +30.3% | +17.5% | +12.9% | +20.0% |
| All | +35.5% | +33.5% | +2.0% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling