+60.7%
NOK vs UNP
+39.6%
+21.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.4% |
| 7D | +5.4% | +4.2% | +1.1% | +4.0% |
| 30D | -14.1% | +5.6% | -19.7% | -15.8% |
| 3M | -23.6% | +2.0% | -25.6% | -24.3% |
| 6M | -45.1% | +15.4% | -60.5% | -48.5% |
| YTD | +24.7% | +32.7% | -8.0% | +10.4% |
| 1Y | +19.0% | +39.4% | -20.4% | +3.0% |
| 3Y | +147.0% | +54.3% | +92.7% | +98.2% |
| All | +60.7% | +39.6% | +21.1% | +26.4% |
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