+170.7%
XLE vs UNP
+273.1%
-102.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | 0.0% | -0.7% | +0.7% | +0.4% |
| 30D | +12.6% | -1.1% | +13.8% | +13.2% |
| 3M | +11.8% | +7.9% | +4.0% | +6.3% |
| 6M | +16.1% | +14.6% | +1.4% | +5.2% |
| YTD | +46.9% | +26.6% | +20.3% | +24.6% |
| 1Y | +53.3% | +35.6% | +17.7% | +24.2% |
| 3Y | +54.9% | +45.5% | +9.4% | +17.0% |
| 5Y | +225.7% | +50.0% | +175.7% | +130.7% |
| 10Y | +170.7% | +271.8% | -101.2% | +19.3% |
| All | +170.7% | +273.1% | -102.4% | +19.3% |
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