+2,807.4%
UNP vs NDAQ
+2,327.9%
+479.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.7% |
| 7D | -5.3% | -2.4% | -2.9% | -4.7% |
| 30D | -1.5% | +2.5% | -4.0% | -2.3% |
| 3M | +10.3% | +9.9% | +0.3% | +7.0% |
| 6M | +9.7% | +9.4% | +0.2% | +6.3% |
| YTD | +27.1% | +0.4% | +26.7% | +25.7% |
| 1Y | +32.6% | +4.0% | +28.5% | +29.5% |
| 3Y | +40.0% | +94.4% | -54.4% | +13.1% |
| 5Y | +50.8% | +56.7% | -5.9% | +28.2% |
| 10Y | +278.6% | +375.3% | -96.7% | +135.0% |
| All | +2,807.4% | +2,327.9% | +479.5% | +1,175.4% |
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