+277.6%
UNP vs XYZ
+610.4%
-332.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.8% | -4.3% | +2.5% | -1.2% |
| 30D | -2.7% | +1.2% | -3.9% | -3.0% |
| 3M | +6.5% | +14.6% | -8.1% | +4.0% |
| 6M | +14.4% | +22.6% | -8.2% | +10.2% |
| YTD | +24.8% | +21.7% | +3.1% | +19.6% |
| 1Y | +34.4% | +6.7% | +27.7% | +30.9% |
| 3Y | +43.6% | +46.8% | -3.3% | +27.8% |
| 5Y | +53.2% | -68.0% | +121.3% | +64.4% |
| All | +277.6% | +610.4% | -332.8% | +134.8% |
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