+50.9%
UNP vs XLB
+44.4%
+6.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.1% |
| 7D | -3.3% | -1.4% | -1.9% | -2.4% |
| 30D | +6.7% | +7.1% | -0.4% | +2.3% |
| 3M | +1.8% | +0.6% | +1.2% | +1.4% |
| 6M | +13.3% | +3.5% | +9.9% | +10.5% |
| YTD | +30.3% | +18.2% | +12.1% | +15.4% |
| 1Y | +36.9% | +25.6% | +11.3% | +16.1% |
| 3Y | +50.9% | +46.7% | +4.3% | +12.9% |
| All | +50.9% | +44.4% | +6.5% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 3y: compounded portfolio wealth divided by compounded XLB 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…
3y analysis · Full analysis span regression · 6 months rolling