+124.6%
XLP vs UNP
+301.6%
-177.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.5% |
| 7D | +0.7% | -4.6% | +5.3% | +2.1% |
| 30D | +10.3% | +5.6% | +4.6% | +8.6% |
| 3M | +6.5% | -1.3% | +7.8% | +6.9% |
| 6M | +8.4% | +9.2% | -0.9% | +5.4% |
| YTD | +18.2% | +27.3% | -9.1% | +9.6% |
| 1Y | +22.4% | +35.9% | -13.5% | +11.4% |
| 3Y | +41.9% | +45.5% | -3.6% | +25.0% |
| 5Y | +40.9% | +36.0% | +4.9% | +25.0% |
| All | +124.6% | +301.6% | -177.0% | +73.5% |
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