+788.5%
XLK vs UNP
+285.4%
+503.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +0.2% | -1.8% | +2.0% | +1.0% |
| 30D | -0.6% | -2.7% | +2.1% | +0.6% |
| 3M | +2.6% | +6.5% | -3.9% | -1.0% |
| 6M | +34.0% | +14.4% | +19.6% | +24.0% |
| YTD | +30.7% | +24.8% | +5.9% | +15.3% |
| 1Y | +39.2% | +34.4% | +4.8% | +18.0% |
| 3Y | +120.4% | +43.6% | +76.8% | +77.4% |
| 5Y | +148.8% | +53.2% | +95.6% | +89.8% |
| All | +788.5% | +285.4% | +503.0% | +380.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling