+143.0%
UNP vs XLC
+143.7%
-0.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.9% |
| 7D | -5.3% | -0.8% | -4.5% | -4.9% |
| 30D | -1.5% | +1.0% | -2.6% | -2.2% |
| 3M | +10.3% | -0.7% | +11.0% | +10.2% |
| 6M | +9.7% | -5.1% | +14.8% | +12.6% |
| YTD | +27.1% | -4.3% | +31.4% | +29.7% |
| 1Y | +32.6% | -0.6% | +33.1% | +32.1% |
| 3Y | +40.0% | +72.7% | -32.7% | -1.3% |
| 5Y | +50.8% | +38.0% | +12.8% | +22.9% |
| All | +143.0% | +143.7% | -0.8% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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