+4,294.1%
XOM vs UNP
+9,650.4%
-5,356.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | -2.4% | -0.7% | -1.6% | -2.1% |
| 30D | +5.7% | -1.1% | +6.8% | +6.0% |
| 3M | +6.6% | +7.9% | -1.3% | +3.3% |
| 6M | +7.7% | +14.6% | -7.0% | +1.5% |
| YTD | +36.2% | +26.6% | +9.6% | +23.6% |
| 1Y | +50.5% | +35.6% | +14.9% | +32.9% |
| 3Y | +53.4% | +45.5% | +7.9% | +30.4% |
| 5Y | +254.2% | +50.0% | +204.2% | +193.0% |
| 10Y | +177.9% | +271.8% | -93.9% | +65.9% |
| All | +4,294.1% | +9,650.4% | -5,356.4% | +851.5% |
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