+1,022.8%
NBIS vs UNP
+22.0%
+1,000.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -0.8% | -1.8% | +1.0% | -0.8% |
| 30D | -13.4% | -2.7% | -10.6% | -13.4% |
| 3M | +1.0% | +6.5% | -5.5% | 0.0% |
| 6M | +100.5% | +14.4% | +86.1% | +93.2% |
| YTD | +168.3% | +24.8% | +143.5% | +150.6% |
| 1Y | +151.8% | +34.4% | +117.3% | +127.9% |
| All | +1,022.8% | +22.0% | +1,000.8% | +876.8% |
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 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