+40.2%
UNP vs NI
+113.9%
-73.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +4.2% | +4.3% | -0.1% | +2.5% |
| 30D | +5.6% | +12.4% | -6.8% | +0.9% |
| 3M | +2.0% | +10.2% | -8.1% | -1.9% |
| 6M | +15.4% | -0.8% | +16.2% | +15.6% |
| YTD | +32.7% | +13.2% | +19.5% | +25.9% |
| 1Y | +39.4% | +10.1% | +29.4% | +33.7% |
| 3Y | +54.3% | +103.1% | -48.8% | +10.6% |
| All | +40.2% | +113.9% | -73.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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