+103.5%
NU vs UNP
+43.7%
+59.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -4.2% | -1.2% | -3.0% | -3.8% |
| 30D | +10.0% | -2.0% | +12.0% | +10.6% |
| 3M | +29.3% | +7.5% | +21.7% | +24.9% |
| 6M | +0.9% | +15.3% | -14.4% | -5.7% |
| YTD | -10.3% | +25.4% | -35.7% | -19.5% |
| 1Y | -3.2% | +35.6% | -38.8% | -16.4% |
| All | +103.5% | +43.7% | +59.9% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling