+246.1%
NEM vs UNP
+45.0%
+201.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +3.9% | -0.7% | +4.6% | +4.1% |
| 30D | +12.7% | -1.1% | +13.9% | +13.1% |
| 3M | +28.7% | +7.9% | +20.8% | +25.6% |
| 6M | +9.8% | +14.6% | -4.9% | +4.6% |
| YTD | +28.1% | +26.6% | +1.5% | +17.9% |
| 1Y | +69.3% | +35.6% | +33.8% | +51.4% |
| All | +246.1% | +45.0% | +201.0% | +185.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling