+325.3%
UNP vs XYZ
+638.9%
-313.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -5.3% | -1.0% | -4.4% | -5.2% |
| 30D | -1.5% | -1.7% | +0.2% | -1.4% |
| 3M | +10.3% | +16.7% | -6.5% | +7.5% |
| 6M | +9.7% | +26.9% | -17.2% | +5.2% |
| YTD | +27.1% | +27.1% | 0.0% | +21.2% |
| 1Y | +32.6% | +9.3% | +23.3% | +28.8% |
| 3Y | +40.0% | +42.3% | -2.3% | +25.9% |
| 5Y | +50.8% | -69.3% | +120.2% | +61.9% |
| 10Y | +278.6% | +586.8% | -308.2% | +142.3% |
| All | +325.3% | +638.9% | -313.6% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling