+591.8%
ON vs UNP
+271.6%
+320.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.9% |
| 7D | -1.9% | -1.7% | -0.2% | -0.5% |
| 30D | -11.0% | -2.1% | -8.9% | -9.7% |
| 3M | -39.3% | +5.4% | -44.8% | -42.8% |
| 6M | +19.8% | +13.4% | +6.5% | +5.5% |
| YTD | +31.1% | +25.0% | +6.1% | +5.6% |
| 1Y | +46.0% | +34.6% | +11.4% | +10.2% |
| 3Y | -27.5% | +43.6% | -71.1% | -48.8% |
| 5Y | +56.9% | +51.7% | +5.2% | +2.7% |
| 10Y | +591.8% | +282.5% | +309.3% | +164.3% |
| All | +591.8% | +271.6% | +320.2% | +164.3% |
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