+58.1%
XLE vs UNP
+46.2%
+11.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.8% |
| 7D | -12.0% | -4.6% | -7.4% | -10.8% |
| 30D | -2.7% | +5.6% | -8.4% | -4.6% |
| 3M | +6.6% | -1.3% | +7.9% | +6.7% |
| 6M | +9.5% | +9.2% | +0.3% | +5.6% |
| YTD | +40.6% | +27.3% | +13.2% | +26.6% |
| 1Y | +43.6% | +35.9% | +7.7% | +25.7% |
| 3Y | +58.1% | +45.5% | +12.6% | +32.7% |
| All | +58.1% | +46.2% | +11.9% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling