+322.4%
NET vs UNP
+55.5%
+266.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.9% |
| 7D | -16.4% | +3.6% | -20.0% | -16.9% |
| 30D | -25.8% | +11.4% | -37.2% | -27.5% |
| 3M | -11.5% | +4.6% | -16.1% | -12.3% |
| 6M | +18.9% | +18.3% | +0.6% | +13.4% |
| YTD | +35.2% | +35.4% | -0.2% | +21.1% |
| 1Y | +14.5% | +42.6% | -28.2% | -0.2% |
| All | +322.4% | +55.5% | +266.9% | +221.0% |
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