+911.9%
NVDA vs UNP
+48.4%
+863.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | -0.3% | -1.7% | +1.4% | +0.5% |
| 30D | +2.8% | -2.1% | +4.9% | +3.7% |
| 3M | +7.4% | +5.4% | +2.0% | +4.0% |
| 6M | +22.6% | +13.4% | +9.2% | +13.4% |
| YTD | +20.1% | +25.0% | -4.9% | +4.7% |
| 1Y | +31.2% | +34.6% | -3.4% | +9.1% |
| 3Y | +391.7% | +43.6% | +348.1% | +271.5% |
| 5Y | +911.9% | +51.7% | +860.1% | +674.5% |
| All | +911.9% | +48.4% | +863.5% | +674.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling