+556.1%
ON vs UNP
+287.8%
+268.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.3% |
| 7D | +3.3% | -2.1% | +5.4% | +5.5% |
| 30D | -3.1% | +7.3% | -10.4% | -8.7% |
| 3M | -9.2% | +3.6% | -12.9% | -12.3% |
| 6M | -31.4% | +15.8% | -47.2% | -40.9% |
| YTD | +36.0% | +32.6% | +3.4% | +3.7% |
| 1Y | +52.0% | +37.2% | +14.8% | +12.4% |
| 3Y | +9.3% | +52.6% | -43.3% | -26.8% |
| 5Y | +26.5% | +40.6% | -14.1% | -11.1% |
| 10Y | +556.1% | +288.4% | +267.7% | +126.0% |
| All | +556.1% | +287.8% | +268.4% | +126.0% |
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