+48.3%
XLE vs UNP
+32.8%
+15.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +2.2% | -5.3% | +7.6% | +2.9% |
| 30D | +11.8% | -1.5% | +13.3% | +11.9% |
| 3M | +9.8% | +10.3% | -0.4% | +8.1% |
| 6M | +15.6% | +9.7% | +5.9% | +14.7% |
| YTD | +45.3% | +27.1% | +18.2% | +36.2% |
| 1Y | +48.3% | +32.6% | +15.7% | +37.7% |
| All | +48.3% | +32.8% | +15.5% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling