+9,283.7%
UNP vs NI
+5,156.7%
+4,127.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | -0.7% | +2.3% | -3.0% | -1.6% |
| 30D | -1.1% | -1.7% | +0.5% | -0.6% |
| 3M | +7.9% | -8.0% | +15.9% | +11.0% |
| 6M | +14.6% | -8.6% | +23.3% | +18.2% |
| YTD | +26.6% | +2.3% | +24.2% | +25.2% |
| 1Y | +35.6% | +6.9% | +28.6% | +31.8% |
| 3Y | +45.5% | +70.6% | -25.1% | +17.8% |
| 5Y | +50.0% | +96.4% | -46.4% | +14.8% |
| 10Y | +271.8% | +136.1% | +135.7% | +158.6% |
| All | +9,283.7% | +5,156.7% | +4,127.0% | +2,524.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling