+215.2%
XLY vs UNP
+285.4%
-70.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -1.7% | -1.8% | +0.1% | -0.9% |
| 30D | -4.2% | -2.7% | -1.5% | -3.0% |
| 3M | -2.7% | +6.5% | -9.2% | -6.0% |
| 6M | -0.6% | +14.4% | -15.0% | -7.8% |
| YTD | -5.0% | +24.8% | -29.8% | -15.8% |
| 1Y | -4.1% | +34.4% | -38.5% | -18.2% |
| 3Y | +33.6% | +43.6% | -10.0% | +9.1% |
| 5Y | +28.7% | +53.2% | -24.5% | +0.3% |
| All | +215.2% | +285.4% | -70.2% | +72.0% |
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