+40.4%
UNP vs NSC
+34.1%
+6.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.1% |
| 7D | +2.1% | +1.6% | +0.5% | +0.9% |
| 30D | +7.7% | +4.2% | +3.5% | +4.6% |
| 3M | +4.0% | -0.2% | +4.3% | +4.3% |
| 6M | +15.7% | +7.6% | +8.1% | +10.1% |
| YTD | +33.5% | +17.4% | +16.1% | +20.0% |
| 1Y | +38.9% | +18.3% | +20.7% | +24.3% |
| 3Y | +53.7% | +79.8% | -26.1% | +1.2% |
| 5Y | +40.4% | +34.3% | +6.1% | +13.0% |
| All | +40.4% | +34.1% | +6.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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