+22.4%
XLP vs UNP
+38.9%
-16.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.2% |
| 7D | +2.3% | -0.9% | +3.3% | +2.6% |
| 30D | +9.1% | +8.0% | +1.1% | +7.2% |
| 3M | +7.9% | +3.3% | +4.5% | +6.9% |
| 6M | +9.6% | +14.7% | -5.1% | +5.6% |
| YTD | +19.4% | +31.9% | -12.5% | +11.1% |
| 1Y | +22.4% | +37.1% | -14.7% | +12.1% |
| All | +22.4% | +38.9% | -16.5% | +12.1% |
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