+190.0%
ON vs UNP
+4,665.8%
-4,475.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | -0.2% |
| 7D | -4.1% | -0.9% | -3.2% | -3.2% |
| 30D | -10.2% | +8.0% | -18.2% | -15.4% |
| 3M | -12.7% | +3.3% | -16.1% | -15.3% |
| 6M | -32.5% | +14.7% | -47.3% | -40.5% |
| YTD | +28.6% | +31.9% | -3.4% | +1.6% |
| 1Y | +43.4% | +37.1% | +6.3% | +10.0% |
| 3Y | +3.3% | +51.9% | -48.5% | -26.7% |
| 5Y | +22.5% | +39.3% | -16.8% | -8.7% |
| 10Y | +535.7% | +284.1% | +251.6% | +126.0% |
| All | +190.0% | +4,665.8% | -4,475.8% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling