+1,024.7%
XLE vs UNP
+4,457.3%
-3,432.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +2.2% | -5.3% | +7.6% | +5.0% |
| 30D | +11.8% | -1.5% | +13.3% | +12.5% |
| 3M | +9.8% | +10.3% | -0.4% | +4.0% |
| 6M | +15.6% | +9.7% | +5.9% | +8.9% |
| YTD | +45.3% | +27.1% | +18.2% | +26.7% |
| 1Y | +48.3% | +32.6% | +15.7% | +26.3% |
| 3Y | +55.4% | +40.0% | +15.5% | +26.8% |
| 5Y | +216.1% | +50.8% | +165.3% | +142.6% |
| 10Y | +178.4% | +278.6% | -100.2% | +36.7% |
| All | +1,024.7% | +4,457.3% | -3,432.6% | +126.2% |
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 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