+9,321.7%
UNP vs NSC
+5,745.4%
+3,576.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | -5.3% | -5.5% | +0.2% | -1.9% |
| 30D | -1.5% | -3.2% | +1.7% | +0.5% |
| 3M | +10.3% | +7.7% | +2.6% | +5.4% |
| 6M | +9.7% | +4.5% | +5.1% | +7.0% |
| YTD | +27.1% | +15.6% | +11.5% | +16.5% |
| 1Y | +32.6% | +19.8% | +12.7% | +19.0% |
| 3Y | +40.0% | +70.1% | -30.1% | -1.2% |
| 5Y | +50.8% | +46.1% | +4.7% | +16.6% |
| 10Y | +278.6% | +328.1% | -49.5% | +50.5% |
| All | +9,321.7% | +5,745.4% | +3,576.3% | +741.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling