+120.2%
NEM vs UNP
+39.6%
+80.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -6.4% | +4.2% | -10.7% | -7.5% |
| 30D | +1.4% | +5.6% | -4.2% | -0.1% |
| 3M | -0.7% | +2.0% | -2.7% | -1.3% |
| 6M | -4.5% | +15.4% | -19.9% | -8.7% |
| YTD | +14.0% | +32.7% | -18.7% | +4.3% |
| 1Y | +27.3% | +39.4% | -12.1% | +14.5% |
| 3Y | +250.5% | +54.3% | +196.2% | +204.3% |
| All | +120.2% | +39.6% | +80.6% | +92.5% |
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 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