+54.0%
UNP vs NTR
+45.7%
+8.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.8% | -1.3% | -0.5% | -1.6% |
| 30D | -2.7% | +16.8% | -19.5% | -5.1% |
| 3M | +6.5% | +20.7% | -14.2% | +3.2% |
| 6M | +14.4% | +0.5% | +13.8% | +13.7% |
| YTD | +24.8% | +29.2% | -4.4% | +18.6% |
| 1Y | +34.4% | +39.6% | -5.2% | +25.7% |
| 3Y | +43.6% | +37.9% | +5.7% | +33.0% |
| All | +54.0% | +45.7% | +8.3% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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