+52.2%
UNP vs USB
+40.0%
+12.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -5.3% | +1.4% | -6.8% | -5.8% |
| 30D | -1.5% | -1.3% | -0.2% | -1.2% |
| 3M | +10.3% | +15.2% | -5.0% | +4.7% |
| 6M | +9.7% | +18.8% | -9.2% | +2.9% |
| YTD | +27.1% | +21.0% | +6.1% | +18.3% |
| 1Y | +32.6% | +34.0% | -1.4% | +18.9% |
| 3Y | +40.0% | +95.3% | -55.3% | +9.8% |
| All | +52.2% | +40.0% | +12.1% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling