+7,836.4%
NVDA vs UNP
+286.3%
+7,550.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -12.7% | +4.2% | -17.0% | -15.0% |
| 30D | -26.4% | +5.6% | -32.0% | -29.0% |
| 3M | -27.6% | +2.0% | -29.7% | -29.0% |
| 6M | -27.7% | +15.4% | -43.1% | -34.9% |
| YTD | -12.5% | +32.7% | -45.2% | -28.7% |
| 1Y | -12.6% | +39.4% | -52.1% | -31.3% |
| 3Y | +235.9% | +54.3% | +181.6% | +137.2% |
| 5Y | +438.2% | +39.6% | +398.6% | +305.1% |
| All | +7,836.4% | +286.3% | +7,550.1% | +3,235.6% |
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