-74.7%
NKE vs UNP
+52.3%
-127.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -4.2% | -1.8% | -2.4% | -3.2% |
| 30D | -8.2% | -2.7% | -5.5% | -6.9% |
| 3M | -19.1% | +6.5% | -25.6% | -22.3% |
| 6M | -32.6% | +14.4% | -47.0% | -38.5% |
| YTD | -40.7% | +24.8% | -65.5% | -48.8% |
| 1Y | -48.9% | +34.4% | -83.3% | -57.9% |
| 3Y | -59.2% | +43.6% | -102.8% | -68.2% |
| All | -74.7% | +52.3% | -127.0% | -80.3% |
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