+102.8%
NOK vs UNP
+51.6%
+51.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +8.7% | -1.2% | +9.9% | +9.1% |
| 30D | +12.5% | -2.0% | +14.5% | +13.2% |
| 3M | -20.7% | +7.5% | -28.3% | -23.3% |
| 6M | +36.2% | +15.3% | +20.8% | +27.5% |
| YTD | +64.1% | +25.4% | +38.7% | +48.5% |
| 1Y | +132.4% | +35.6% | +96.8% | +102.2% |
| 3Y | +182.9% | +44.1% | +138.7% | +133.7% |
| 5Y | +102.8% | +54.0% | +48.8% | +54.9% |
| All | +102.8% | +51.6% | +51.2% | +54.9% |
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