+35.6%
UNP vs NOC
-7.7%
+43.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -1.2% | -1.8% | +0.6% | -1.0% |
| 30D | -2.0% | -9.4% | +7.5% | -1.1% |
| 3M | +7.5% | -3.8% | +11.4% | +7.7% |
| 6M | +15.3% | -28.8% | +44.1% | +20.3% |
| YTD | +25.4% | -7.9% | +33.3% | +23.4% |
| 1Y | +35.6% | -9.0% | +44.6% | +35.9% |
| All | +35.6% | -7.7% | +43.3% | +35.9% |
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