+2,812.8%
UNP vs NDAQ
+2,593.6%
+219.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | -1.3% | +13.5% | -14.8% | -5.0% |
| 6M | +9.2% | +20.9% | -11.7% | +2.9% |
| YTD | +27.3% | +11.4% | +15.9% | +22.1% |
| 1Y | +35.9% | +25.9% | +10.0% | +25.7% |
| 3Y | +45.5% | +119.9% | -74.4% | +13.5% |
| 5Y | +36.0% | +61.7% | -25.8% | +14.5% |
| 10Y | +307.2% | +481.6% | -174.4% | +138.9% |
| All | +2,812.8% | +2,593.6% | +219.2% | +1,138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling