+46.1%
UNP vs Z
-33.1%
+79.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | -5.3% | -3.0% | -2.3% | -5.1% |
| 30D | -1.5% | -4.2% | +2.6% | -1.3% |
| 3M | +10.3% | -3.7% | +14.0% | +10.4% |
| 6M | +9.7% | -24.5% | +34.2% | +12.2% |
| YTD | +27.1% | -49.3% | +76.4% | +35.3% |
| 1Y | +32.6% | -58.7% | +91.2% | +44.1% |
| All | +46.1% | -33.1% | +79.2% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling