+209.9%
ON vs UNP
+4,491.4%
-4,281.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +2.4% | -5.3% | +7.8% | +6.7% |
| 30D | -3.3% | -1.5% | -1.7% | -2.4% |
| 3M | -43.6% | +10.3% | -53.8% | -48.5% |
| 6M | +19.0% | +9.7% | +9.3% | +9.1% |
| YTD | +37.4% | +27.1% | +10.3% | +11.9% |
| 1Y | +54.8% | +32.6% | +22.2% | +22.0% |
| 3Y | -25.2% | +40.0% | -65.2% | -43.7% |
| 5Y | +62.7% | +50.8% | +11.9% | +13.6% |
| 10Y | +574.3% | +278.6% | +295.7% | +141.7% |
| All | +209.9% | +4,491.4% | -4,281.5% | -81.2% |
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