+50.0%
UNP vs Z
-67.0%
+117.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | +0.3% |
| 7D | -0.7% | -3.3% | +2.5% | -0.4% |
| 30D | -1.1% | -3.7% | +2.6% | -0.9% |
| 3M | +7.9% | -7.0% | +14.8% | +8.3% |
| 6M | +14.6% | -29.5% | +44.1% | +18.3% |
| YTD | +26.6% | -52.6% | +79.2% | +36.1% |
| 1Y | +35.6% | -64.0% | +99.6% | +50.1% |
| 3Y | +45.5% | -36.4% | +81.9% | +47.8% |
| 5Y | +50.0% | -65.8% | +115.7% | +48.1% |
| All | +50.0% | -67.0% | +117.0% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling