+12.3%
XLI vs UNP
+44.1%
-31.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.6% |
| 7D | +0.6% | +3.6% | -3.0% | -0.6% |
| 30D | -0.4% | +11.4% | -11.7% | -3.8% |
| 3M | -8.8% | +4.6% | -13.4% | -10.1% |
| 6M | -0.4% | +18.3% | -18.7% | -6.6% |
| YTD | +10.1% | +35.4% | -25.3% | -2.3% |
| 1Y | +12.3% | +42.6% | -30.3% | -3.6% |
| All | +12.3% | +44.1% | -31.8% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling