+4,620.0%
UNP vs XLB
+837.1%
+3,782.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -2.1% | -1.6% | -0.4% | -0.8% |
| 30D | +7.3% | +7.2% | +0.1% | +1.8% |
| 3M | +3.6% | 0.0% | +3.6% | +3.5% |
| 6M | +15.8% | +2.3% | +13.5% | +13.2% |
| YTD | +32.6% | +18.4% | +14.2% | +15.7% |
| 1Y | +37.2% | +23.3% | +13.9% | +16.0% |
| 3Y | +52.6% | +45.2% | +7.4% | +13.2% |
| 5Y | +40.6% | +31.0% | +9.6% | +11.4% |
| 10Y | +288.4% | +168.8% | +119.7% | +78.8% |
| All | +4,620.0% | +837.1% | +3,782.9% | +808.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling