+14,551.4%
NVDA vs UNP
+287.3%
+14,264.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.5% |
| 7D | -4.3% | -1.2% | -3.1% | -3.7% |
| 30D | +0.5% | -2.0% | +2.5% | +1.5% |
| 3M | +9.1% | +7.5% | +1.6% | +3.7% |
| 6M | +18.5% | +15.3% | +3.1% | +6.8% |
| YTD | +17.4% | +25.4% | -8.1% | -0.1% |
| 1Y | +23.4% | +35.6% | -12.2% | -0.4% |
| 3Y | +380.6% | +44.1% | +336.4% | +258.6% |
| 5Y | +875.7% | +54.0% | +821.8% | +593.9% |
| All | +14,551.4% | +287.3% | +14,264.1% | +7,031.0% |
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