+70.0%
XLE vs UNP
+53.1%
+17.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +5.4% | +4.2% | +1.2% | +4.1% |
| 30D | -3.9% | +5.6% | -9.5% | -5.7% |
| 3M | +7.0% | +2.0% | +5.0% | +6.1% |
| 6M | +14.2% | +15.4% | -1.2% | +8.1% |
| YTD | +48.2% | +32.7% | +15.4% | +31.7% |
| 1Y | +47.7% | +39.4% | +8.3% | +28.5% |
| 3Y | +70.0% | +54.3% | +15.7% | +41.2% |
| All | +70.0% | +53.1% | +17.0% | +41.2% |
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