+286.3%
UNP vs Z
+25.1%
+261.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | -5.3% | -3.0% | -2.3% | -5.0% |
| 30D | -1.5% | -4.2% | +2.6% | -1.2% |
| 3M | +10.3% | -3.7% | +14.0% | +10.3% |
| 6M | +9.7% | -24.5% | +34.2% | +13.0% |
| YTD | +27.1% | -49.3% | +76.4% | +37.6% |
| 1Y | +32.6% | -58.7% | +91.2% | +47.1% |
| 3Y | +40.0% | -34.1% | +74.1% | +41.8% |
| 5Y | +50.8% | -64.5% | +115.4% | +59.4% |
| 10Y | +278.6% | -0.5% | +279.1% | +203.4% |
| All | +286.3% | +25.1% | +261.2% | +201.3% |
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