+476.9%
NEM vs UNP
+9,690.0%
-9,213.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +0.3% | -5.3% | +5.6% | +1.1% |
| 30D | +23.1% | -1.5% | +24.6% | +23.3% |
| 3M | +18.5% | +10.3% | +8.2% | +16.7% |
| 6M | +7.8% | +9.7% | -1.9% | +6.1% |
| YTD | +29.1% | +27.1% | +2.0% | +24.3% |
| 1Y | +72.7% | +32.6% | +40.1% | +65.1% |
| 3Y | +248.7% | +40.0% | +208.7% | +230.3% |
| 5Y | +148.7% | +50.8% | +97.8% | +131.9% |
| 10Y | +304.8% | +278.6% | +26.1% | +227.2% |
| All | +476.9% | +9,690.0% | -9,213.1% | +360.1% |
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