+46.0%
ON vs UNP
+33.7%
+12.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.3% |
| 7D | -1.9% | -1.7% | -0.2% | -1.3% |
| 30D | -11.0% | -2.1% | -8.9% | -10.5% |
| 3M | -39.3% | +5.4% | -44.8% | -41.8% |
| 6M | +19.8% | +13.4% | +6.5% | +7.6% |
| YTD | +31.1% | +25.0% | +6.1% | +13.7% |
| 1Y | +46.0% | +34.6% | +11.4% | +20.0% |
| All | +46.0% | +33.7% | +12.3% | +20.0% |
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 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