+45.5%
UNP vs Z
-21.1%
+66.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.4% |
| 7D | -4.6% | -4.6% | 0.0% | -4.1% |
| 30D | +5.6% | +8.3% | -2.7% | +4.8% |
| 3M | -1.3% | -11.6% | +10.3% | -0.4% |
| 6M | +9.2% | -33.6% | +42.9% | +13.2% |
| YTD | +27.3% | -56.7% | +84.0% | +37.7% |
| 1Y | +35.9% | -59.1% | +95.0% | +47.9% |
| 3Y | +45.5% | -20.4% | +65.8% | +41.9% |
| All | +45.5% | -21.1% | +66.5% | +41.9% |
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