+46.9%
UNP vs XRT
+45.1%
+1.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | -5.3% | +0.8% | -6.2% | -5.7% |
| 30D | -1.5% | -4.2% | +2.6% | +0.2% |
| 3M | +10.3% | +5.1% | +5.2% | +7.4% |
| 6M | +9.7% | +2.4% | +7.2% | +7.9% |
| YTD | +27.1% | +3.2% | +23.9% | +24.5% |
| 1Y | +32.6% | +1.5% | +31.1% | +30.6% |
| All | +46.9% | +45.1% | +1.8% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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