+9,738.8%
UNP vs NOC
+17,598.2%
-7,859.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +4.2% | +4.8% | -0.6% | +2.9% |
| 30D | +5.6% | +11.0% | -5.5% | +2.5% |
| 3M | +2.0% | -3.8% | +5.8% | +2.8% |
| 6M | +15.4% | +0.6% | +14.8% | +14.5% |
| YTD | +32.7% | -2.3% | +35.0% | +32.0% |
| 1Y | +39.4% | +0.3% | +39.2% | +37.6% |
| 3Y | +54.3% | +24.6% | +29.7% | +41.3% |
| 5Y | +39.6% | +66.0% | -26.4% | +15.4% |
| 10Y | +288.9% | +161.2% | +127.7% | +178.8% |
| All | +9,738.8% | +17,598.2% | -7,859.5% | +3,313.9% |
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 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