+32.6%
NET vs UNP
+44.0%
-11.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.4% |
| 7D | -16.4% | +3.6% | -20.0% | -18.0% |
| 30D | -25.8% | +11.4% | -37.2% | -30.1% |
| 3M | -11.5% | +4.6% | -16.1% | -14.0% |
| 6M | +18.9% | +18.3% | +0.6% | +6.5% |
| YTD | +35.2% | +35.4% | -0.2% | +9.0% |
| 1Y | +14.5% | +42.6% | -28.2% | -11.2% |
| 3Y | +313.8% | +55.4% | +258.4% | +185.9% |
| 5Y | +32.6% | +45.6% | -13.0% | -2.6% |
| All | +32.6% | +44.0% | -11.5% | -2.6% |
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