+6,112.4%
NKE vs UNP
+9,650.4%
-3,538.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -0.1% | -0.7% | +0.7% | +0.3% |
| 30D | -7.7% | -1.1% | -6.5% | -7.3% |
| 3M | -10.9% | +7.9% | -18.8% | -14.0% |
| 6M | -31.9% | +14.6% | -46.5% | -36.2% |
| YTD | -38.6% | +26.6% | -65.2% | -44.9% |
| 1Y | -46.9% | +35.6% | -82.5% | -53.8% |
| 3Y | -58.2% | +45.5% | -103.7% | -64.8% |
| 5Y | -74.0% | +50.0% | -124.0% | -78.5% |
| 10Y | -21.6% | +271.8% | -293.4% | -55.3% |
| All | +6,112.4% | +9,650.4% | -3,538.0% | +765.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling