+54.7%
XLE vs UNP
+45.7%
+9.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +2.2% | -5.3% | +7.6% | +4.0% |
| 30D | +11.8% | -1.5% | +13.3% | +12.2% |
| 3M | +9.8% | +10.3% | -0.4% | +5.8% |
| 6M | +15.6% | +9.7% | +5.9% | +11.3% |
| YTD | +45.3% | +27.1% | +18.2% | +31.0% |
| 1Y | +48.3% | +32.6% | +15.7% | +31.3% |
| All | +54.7% | +45.7% | +9.0% | +28.4% |
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