+53.7%
UNP vs NOC
+56.1%
-2.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -0.7% | -2.7% | +1.9% | -0.3% |
| 30D | -1.1% | -8.9% | +7.7% | +0.3% |
| 3M | +7.9% | -3.7% | +11.5% | +8.3% |
| 6M | +14.6% | -30.8% | +45.4% | +21.6% |
| YTD | +26.6% | -7.9% | +34.5% | +27.3% |
| 1Y | +35.6% | -9.4% | +45.0% | +36.7% |
| 3Y | +45.5% | +29.0% | +16.5% | +36.2% |
| All | +53.7% | +56.1% | -2.4% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling