+136.2%
XLP vs UNP
+288.6%
-152.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -0.2% | +2.1% | -2.3% | -0.8% |
| 30D | +8.2% | +7.7% | +0.4% | +5.8% |
| 3M | +7.7% | +4.0% | +3.7% | +6.4% |
| 6M | +9.3% | +15.7% | -6.4% | +4.4% |
| YTD | +19.5% | +33.5% | -14.0% | +9.2% |
| 1Y | +21.0% | +38.9% | -17.9% | +9.2% |
| 3Y | +43.2% | +53.7% | -10.4% | +23.9% |
| 5Y | +42.7% | +40.4% | +2.3% | +25.2% |
| All | +136.2% | +288.6% | -152.4% | +63.3% |
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