+9,796.0%
UNP vs NOC
+17,556.4%
-7,760.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +2.1% | +4.5% | -2.4% | +0.9% |
| 30D | +7.7% | +14.1% | -6.3% | +3.8% |
| 3M | +4.0% | -4.5% | +8.5% | +5.0% |
| 6M | +15.7% | -0.8% | +16.4% | +15.2% |
| YTD | +33.5% | -2.5% | +36.0% | +32.8% |
| 1Y | +38.9% | -0.1% | +39.0% | +37.2% |
| 3Y | +53.7% | +24.6% | +29.1% | +40.7% |
| 5Y | +40.4% | +65.6% | -25.1% | +16.2% |
| 10Y | +291.1% | +160.5% | +130.6% | +180.6% |
| All | +9,796.0% | +17,556.4% | -7,760.4% | +3,336.0% |
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