+54.8%
ON vs UNP
+32.8%
+22.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +2.4% | -5.3% | +7.8% | +4.4% |
| 30D | -3.3% | -1.5% | -1.7% | -2.9% |
| 3M | -43.6% | +10.3% | -53.8% | -47.1% |
| 6M | +19.0% | +9.7% | +9.3% | +9.1% |
| YTD | +37.4% | +27.1% | +10.3% | +18.8% |
| 1Y | +54.8% | +32.6% | +22.2% | +35.9% |
| All | +54.8% | +32.8% | +22.0% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling