+34.8%
UNP vs NDAQ
+62.3%
-27.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -4.6% | +0.8% | -5.4% | -4.8% |
| 30D | +5.6% | +16.5% | -10.9% | +1.2% |
| 3M | -1.3% | +13.5% | -14.8% | -4.9% |
| 6M | +9.2% | +20.9% | -11.7% | +3.1% |
| YTD | +27.3% | +11.4% | +15.9% | +22.7% |
| 1Y | +35.9% | +25.9% | +10.0% | +25.5% |
| 3Y | +45.5% | +119.9% | -74.4% | +9.3% |
| All | +34.8% | +62.3% | -27.5% | +9.9% |
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