+112.5%
NET vs UNP
+51.0%
+61.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.1% |
| 7D | -7.0% | -5.3% | -1.6% | -4.0% |
| 30D | -4.8% | -1.5% | -3.2% | -4.0% |
| 3M | +3.8% | +10.3% | -6.4% | -2.4% |
| 6M | +50.0% | +9.7% | +40.4% | +39.5% |
| YTD | +41.5% | +27.1% | +14.4% | +18.3% |
| 1Y | +32.8% | +32.6% | +0.3% | +7.3% |
| 3Y | +335.9% | +40.0% | +295.9% | +223.3% |
| All | +112.5% | +51.0% | +61.5% | +43.7% |
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 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