+561.3%
XLP vs UNP
+4,588.4%
-4,027.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | +0.1% |
| 7D | +3.5% | -1.3% | +4.8% | +3.8% |
| 30D | +11.6% | +7.7% | +3.8% | +9.6% |
| 3M | +7.6% | +1.3% | +6.4% | +7.3% |
| 6M | +10.0% | +14.0% | -3.9% | +6.4% |
| YTD | +19.7% | +30.8% | -11.0% | +11.7% |
| 1Y | +23.5% | +40.0% | -16.5% | +13.3% |
| 3Y | +44.0% | +50.1% | -6.1% | +28.8% |
| 5Y | +42.7% | +39.6% | +3.1% | +28.7% |
| 10Y | +131.3% | +318.1% | -186.8% | +57.9% |
| All | +561.3% | +4,588.4% | -4,027.1% | +149.1% |
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 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