-38.7%
NOW vs UNP
+44.1%
-82.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | +0.7% |
| 7D | -27.5% | +3.6% | -31.1% | -25.6% |
| 30D | -20.0% | +11.4% | -31.4% | -14.5% |
| 3M | -7.9% | +4.6% | -12.5% | -5.2% |
| 6M | +18.3% | +18.3% | 0.0% | +33.6% |
| YTD | -29.0% | +35.4% | -64.4% | -13.3% |
| 1Y | -38.7% | +42.6% | -81.3% | -28.5% |
| All | -38.7% | +44.1% | -82.8% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling