+296.1%
UNP vs Z
+10.9%
+285.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +1.9% |
| 7D | -3.3% | -5.2% | +1.9% | -2.7% |
| 30D | +6.7% | +5.7% | +1.0% | +5.7% |
| 3M | +1.8% | -8.7% | +10.5% | +2.5% |
| 6M | +13.3% | -26.0% | +39.3% | +16.9% |
| YTD | +30.3% | -55.0% | +85.4% | +42.8% |
| 1Y | +36.9% | -58.0% | +94.9% | +51.2% |
| 3Y | +50.9% | -15.2% | +66.1% | +47.0% |
| 5Y | +37.9% | -53.8% | +91.8% | +40.8% |
| 10Y | +293.8% | -14.5% | +308.3% | +221.0% |
| All | +296.1% | +10.9% | +285.2% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling