+988.3%
XLE vs UNP
+4,465.8%
-3,477.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.3% |
| 7D | -12.0% | -4.6% | -7.4% | -10.0% |
| 30D | -2.7% | +5.6% | -8.4% | -5.6% |
| 3M | +6.6% | -1.3% | +7.9% | +6.8% |
| 6M | +9.5% | +9.2% | +0.3% | +3.7% |
| YTD | +40.6% | +27.3% | +13.2% | +22.1% |
| 1Y | +43.6% | +35.9% | +7.7% | +20.6% |
| 3Y | +58.1% | +45.5% | +12.6% | +26.3% |
| 5Y | +152.2% | +36.0% | +116.2% | +104.0% |
| 10Y | +172.9% | +307.2% | -134.3% | +29.3% |
| All | +988.3% | +4,465.8% | -3,477.5% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling