+9,592.7%
UNP vs USB
+8,119.9%
+1,472.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.8% |
| 7D | -1.3% | -1.5% | +0.1% | -0.8% |
| 30D | +7.7% | +4.3% | +3.4% | +6.3% |
| 3M | +1.3% | -6.1% | +7.4% | +3.2% |
| 6M | +14.0% | +9.4% | +4.6% | +10.4% |
| YTD | +30.8% | +15.2% | +15.6% | +24.4% |
| 1Y | +40.0% | +32.8% | +7.2% | +27.2% |
| 3Y | +50.1% | +91.3% | -41.2% | +20.2% |
| 5Y | +39.6% | +22.7% | +17.0% | +25.3% |
| 10Y | +318.1% | +97.0% | +221.1% | +217.3% |
| All | +9,592.7% | +8,119.9% | +1,472.8% | +3,866.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling