+278.9%
UNP vs Z
-16.5%
+295.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.0% |
| 7D | +4.2% | +0.8% | +3.4% | +4.1% |
| 30D | +5.6% | +5.2% | +0.4% | +4.6% |
| 3M | +2.0% | -17.0% | +19.1% | +4.0% |
| 6M | +15.4% | -22.7% | +38.1% | +18.3% |
| YTD | +32.7% | -56.3% | +89.0% | +45.9% |
| 1Y | +39.4% | -57.7% | +97.1% | +53.7% |
| 3Y | +54.3% | -16.5% | +70.9% | +50.5% |
| 5Y | +39.6% | -53.4% | +93.0% | +42.2% |
| All | +278.9% | -16.5% | +295.3% | +208.8% |
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