+257.2%
XOM vs UNP
+52.3%
+204.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | +4.1% | -1.8% | +5.9% | +4.6% |
| 30D | +4.6% | -2.7% | +7.3% | +5.3% |
| 3M | +14.0% | +6.5% | +7.5% | +11.4% |
| 6M | +11.0% | +14.4% | -3.4% | +5.5% |
| YTD | +40.7% | +24.8% | +15.9% | +29.6% |
| 1Y | +52.3% | +34.4% | +17.9% | +36.6% |
| 3Y | +60.5% | +43.6% | +16.9% | +39.1% |
| All | +257.2% | +52.3% | +204.9% | +176.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling