-59.4%
NKE vs UNP
+43.7%
-103.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.1% |
| 7D | -5.5% | -1.2% | -4.4% | -5.0% |
| 30D | -10.4% | -2.0% | -8.5% | -9.7% |
| 3M | -15.8% | +7.5% | -23.3% | -19.1% |
| 6M | -33.4% | +15.3% | -48.8% | -38.9% |
| YTD | -41.0% | +25.4% | -66.4% | -48.5% |
| 1Y | -49.1% | +35.6% | -84.7% | -57.6% |
| All | -59.4% | +43.7% | -103.1% | -67.7% |
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 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