+284.1%
UNP vs Z
-19.5%
+303.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +1.9% |
| 7D | -0.9% | -6.5% | +5.5% | -0.2% |
| 30D | +8.0% | -0.1% | +8.1% | +7.8% |
| 3M | +3.3% | -14.1% | +17.5% | +4.9% |
| 6M | +14.7% | -30.1% | +44.8% | +19.2% |
| YTD | +31.9% | -57.5% | +89.4% | +45.6% |
| 1Y | +37.1% | -60.3% | +97.4% | +52.5% |
| 3Y | +51.9% | -21.0% | +72.9% | +49.2% |
| 5Y | +39.3% | -54.9% | +94.2% | +42.6% |
| 10Y | +284.1% | -16.0% | +300.1% | +216.4% |
| All | +284.1% | -19.5% | +303.6% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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