+1,682.3%
NOK vs UNP
+5,669.8%
-3,987.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.4% |
| 7D | +7.3% | -0.7% | +8.0% | +7.6% |
| 30D | +13.8% | -1.1% | +14.9% | +14.3% |
| 3M | -27.0% | +7.9% | -34.9% | -29.9% |
| 6M | +37.6% | +14.6% | +23.0% | +27.9% |
| YTD | +64.6% | +26.6% | +38.0% | +45.7% |
| 1Y | +132.0% | +35.6% | +96.5% | +98.0% |
| 3Y | +183.7% | +45.5% | +138.2% | +130.6% |
| 5Y | +101.3% | +50.0% | +51.3% | +59.2% |
| 10Y | +122.4% | +271.8% | -149.4% | +6.7% |
| All | +1,682.3% | +5,669.8% | -3,987.5% | +193.9% |
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 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