+2,926.4%
V vs UNP
+1,219.8%
+1,706.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.1% |
| 7D | -1.7% | -5.3% | +3.6% | +1.0% |
| 30D | +2.0% | -1.5% | +3.5% | +2.7% |
| 3M | +17.4% | +10.3% | +7.1% | +11.3% |
| 6M | +17.5% | +9.7% | +7.8% | +11.0% |
| YTD | +7.6% | +27.1% | -19.5% | -6.1% |
| 1Y | +7.7% | +32.6% | -24.9% | -8.2% |
| 3Y | +54.7% | +40.0% | +14.7% | +26.1% |
| 5Y | +73.0% | +50.8% | +22.2% | +32.3% |
| 10Y | +390.9% | +278.6% | +112.2% | +121.8% |
| All | +2,926.4% | +1,219.8% | +1,706.6% | +593.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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