+51.1%
NEM vs UNP
+44.1%
+7.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.2% | +9.8% |
| 7D | +3.7% | +3.6% | +0.1% | +3.6% |
| 30D | +2.0% | +11.4% | -9.4% | +1.7% |
| 3M | +21.1% | +4.6% | +16.5% | +20.9% |
| 6M | +9.5% | +18.3% | -8.8% | +8.7% |
| YTD | +19.1% | +35.4% | -16.3% | +21.5% |
| 1Y | +51.1% | +42.6% | +8.5% | +53.4% |
| All | +51.1% | +44.1% | +7.0% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling