+52.0%
ON vs UNP
+37.4%
+14.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.6% |
| 7D | +3.3% | -2.1% | +5.4% | +4.1% |
| 30D | -3.1% | +7.3% | -10.4% | -4.9% |
| 3M | -9.2% | +3.6% | -12.9% | -10.1% |
| 6M | -31.4% | +15.8% | -47.2% | -36.8% |
| YTD | +36.0% | +32.6% | +3.4% | +19.2% |
| 1Y | +52.0% | +37.2% | +14.8% | +25.8% |
| All | +52.0% | +37.4% | +14.6% | +25.8% |
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