+172.3%
XLE vs UNP
+285.9%
-113.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.6% |
| 7D | -0.2% | -2.1% | +1.8% | +1.0% |
| 30D | -4.0% | +7.3% | -11.3% | -8.2% |
| 3M | +4.6% | +3.6% | +1.0% | +1.9% |
| 6M | +12.3% | +15.8% | -3.5% | +1.4% |
| YTD | +44.5% | +32.6% | +12.0% | +18.8% |
| 1Y | +42.4% | +37.2% | +5.2% | +14.4% |
| 3Y | +67.0% | +52.6% | +14.4% | +22.0% |
| 5Y | +161.9% | +40.6% | +121.3% | +95.3% |
| All | +172.3% | +285.9% | -113.5% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling