+521.8%
NOW vs UNP
+287.8%
+234.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.0% |
| 7D | -5.6% | -2.1% | -3.5% | -4.8% |
| 30D | -26.8% | +7.3% | -34.1% | -28.9% |
| 3M | -19.4% | +3.6% | -23.1% | -20.8% |
| 6M | +12.3% | +15.8% | -3.5% | +5.0% |
| YTD | -32.9% | +32.6% | -65.5% | -42.0% |
| 1Y | -40.3% | +37.2% | -77.5% | -49.2% |
| 3Y | -19.1% | +52.6% | -71.7% | -35.9% |
| 5Y | -24.4% | +40.6% | -64.9% | -38.4% |
| 10Y | +521.8% | +288.4% | +233.4% | +236.8% |
| All | +521.8% | +287.8% | +234.1% | +236.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling