+633.7%
XLU vs UNP
+4,396.9%
-3,763.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.1% |
| 7D | -1.2% | -1.2% | 0.0% | -0.9% |
| 30D | -2.5% | -2.0% | -0.6% | -2.1% |
| 3M | -2.7% | +7.5% | -10.3% | -4.8% |
| 6M | -7.5% | +15.3% | -22.8% | -11.3% |
| YTD | +0.9% | +25.4% | -24.5% | -5.6% |
| 1Y | +3.3% | +35.6% | -32.3% | -5.6% |
| 3Y | +47.3% | +44.1% | +3.2% | +31.3% |
| 5Y | +44.4% | +54.0% | -9.6% | +25.2% |
| 10Y | +140.8% | +283.9% | -143.1% | +59.3% |
| All | +633.7% | +4,396.9% | -3,763.2% | +141.8% |
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