+50.0%
UNP vs NDAQ
+55.5%
-5.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.1% |
| 7D | -0.7% | -2.6% | +1.8% | -0.1% |
| 30D | -1.1% | +0.5% | -1.6% | -1.3% |
| 3M | +7.9% | +9.9% | -2.1% | +4.7% |
| 6M | +14.6% | +8.2% | +6.4% | +11.5% |
| YTD | +26.6% | -1.5% | +28.1% | +26.3% |
| 1Y | +35.6% | +1.3% | +34.2% | +33.7% |
| 3Y | +45.5% | +92.6% | -47.1% | +13.9% |
| 5Y | +50.0% | +53.8% | -3.8% | +23.1% |
| All | +50.0% | +55.5% | -5.5% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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