+32,286.5%
NVO vs UNP
+9,525.0%
+22,761.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | -4.7% | -1.7% | -3.0% | -4.3% |
| 30D | -5.4% | -2.1% | -3.3% | -5.0% |
| 3M | +7.0% | +5.4% | +1.5% | +5.5% |
| 6M | +17.6% | +13.4% | +4.2% | +13.7% |
| YTD | -8.0% | +25.0% | -33.0% | -13.3% |
| 1Y | -13.8% | +34.6% | -48.4% | -20.2% |
| 3Y | -50.3% | +43.6% | -93.9% | -54.9% |
| 5Y | +0.7% | +51.7% | -51.1% | -11.2% |
| 10Y | +155.6% | +282.5% | -126.9% | +75.4% |
| All | +32,286.5% | +9,525.0% | +22,761.4% | +10,284.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling