+58.5%
ON vs UNP
+51.4%
+7.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | -2.2% | -0.7% | -1.4% | -1.6% |
| 30D | -12.4% | -1.1% | -11.3% | -11.9% |
| 3M | -41.2% | +7.9% | -49.1% | -45.0% |
| 6M | +25.0% | +14.6% | +10.4% | +11.0% |
| YTD | +31.3% | +26.6% | +4.7% | +7.8% |
| 1Y | +45.4% | +35.6% | +9.9% | +13.3% |
| 3Y | -27.4% | +45.5% | -72.9% | -46.2% |
| 5Y | +58.5% | +50.0% | +8.5% | +23.3% |
| All | +58.5% | +51.4% | +7.1% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling