+278.9%
UNP vs XYZ
+597.9%
-319.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.0% |
| 7D | +4.2% | -1.1% | +5.3% | +4.3% |
| 30D | +5.6% | +11.5% | -5.9% | +3.7% |
| 3M | +2.0% | +1.8% | +0.2% | +1.4% |
| 6M | +15.4% | +21.2% | -5.8% | +11.3% |
| YTD | +32.7% | +29.9% | +2.8% | +25.6% |
| 1Y | +39.4% | +35.8% | +3.7% | +30.9% |
| 3Y | +54.3% | +62.6% | -8.3% | +35.3% |
| 5Y | +39.6% | -62.8% | +102.4% | +46.1% |
| All | +278.9% | +597.9% | -319.0% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling