+687.9%
NFLX vs UNP
+271.6%
+416.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | -8.1% | -1.7% | -6.4% | -7.6% |
| 30D | -0.3% | -2.1% | +1.8% | +0.3% |
| 3M | -6.6% | +5.4% | -12.1% | -8.5% |
| 6M | -22.7% | +13.4% | -36.1% | -26.4% |
| YTD | -18.9% | +25.0% | -43.9% | -25.5% |
| 1Y | -39.8% | +34.6% | -74.4% | -46.3% |
| 3Y | +71.7% | +43.6% | +28.1% | +46.6% |
| 5Y | +27.2% | +51.7% | -24.5% | +5.0% |
| 10Y | +687.9% | +282.5% | +405.3% | +384.2% |
| All | +687.9% | +271.6% | +416.3% | +384.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling