+38.9%
UNP vs NOC
-1.3%
+40.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +2.1% | +4.5% | -2.4% | +1.7% |
| 30D | +7.7% | +14.1% | -6.3% | +6.4% |
| 3M | +4.0% | -4.5% | +8.5% | +4.2% |
| 6M | +15.7% | -0.8% | +16.4% | +15.2% |
| YTD | +33.5% | -2.5% | +36.0% | +29.7% |
| 1Y | +38.9% | -0.1% | +39.0% | +34.4% |
| All | +38.9% | -1.3% | +40.2% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling