+2,718.0%
UNP vs NRG
+1,484.6%
+1,233.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.1% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -2.0% | -6.8% | +4.8% | -0.6% |
| 3M | +7.5% | -7.1% | +14.6% | +8.0% |
| 6M | +15.3% | -27.6% | +42.9% | +22.0% |
| YTD | +25.4% | -29.2% | +54.6% | +32.7% |
| 1Y | +35.6% | -29.9% | +65.5% | +42.6% |
| 3Y | +44.1% | +198.7% | -154.5% | -2.7% |
| 5Y | +54.0% | +192.9% | -138.9% | +2.0% |
| 10Y | +283.9% | +1,084.1% | -800.2% | +64.4% |
| All | +2,718.0% | +1,484.6% | +1,233.4% | +1,129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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