+1,860.7%
UNP vs XRT
+529.0%
+1,331.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.6% |
| 7D | -4.6% | +0.9% | -5.4% | -5.1% |
| 30D | +5.6% | +7.9% | -2.3% | +0.9% |
| 3M | -1.3% | -0.2% | -1.1% | -1.5% |
| 6M | +9.2% | +5.6% | +3.7% | +4.9% |
| YTD | +27.3% | +5.7% | +21.7% | +21.8% |
| 1Y | +35.9% | +14.6% | +21.3% | +23.8% |
| 3Y | +45.5% | +50.7% | -5.2% | +10.2% |
| 5Y | +36.0% | -4.8% | +40.8% | +30.1% |
| 10Y | +307.2% | +152.6% | +154.6% | +79.5% |
| All | +1,860.7% | +529.0% | +1,331.7% | +307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling