+1,477.5%
XLK vs UNP
+4,438.9%
-2,961.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +2.3% | -0.7% | +3.1% | +2.6% |
| 30D | -0.1% | -1.1% | +1.1% | +0.4% |
| 3M | +2.1% | +7.9% | -5.7% | -1.5% |
| 6M | +37.2% | +14.6% | +22.5% | +28.1% |
| YTD | +30.8% | +26.6% | +4.2% | +16.6% |
| 1Y | +42.6% | +35.6% | +7.1% | +23.2% |
| 3Y | +121.8% | +45.5% | +76.3% | +83.7% |
| 5Y | +145.7% | +50.0% | +95.7% | +98.3% |
| 10Y | +782.1% | +271.8% | +510.3% | +376.9% |
| All | +1,477.5% | +4,438.9% | -2,961.4% | +212.7% |
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