+9,321.7%
UNP vs NOC
+16,458.4%
-7,136.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.8% |
| 7D | -5.3% | -5.2% | -0.2% | -4.0% |
| 30D | -1.5% | -7.2% | +5.7% | +0.3% |
| 3M | +10.3% | -5.1% | +15.4% | +11.5% |
| 6M | +9.7% | -31.1% | +40.7% | +20.7% |
| YTD | +27.1% | -8.6% | +35.7% | +29.0% |
| 1Y | +32.6% | -9.7% | +42.3% | +34.8% |
| 3Y | +40.0% | +24.3% | +15.7% | +28.1% |
| 5Y | +50.8% | +52.6% | -1.8% | +27.7% |
| 10Y | +278.6% | +183.6% | +95.0% | +166.3% |
| All | +9,321.7% | +16,458.4% | -7,136.7% | +3,236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling