+153.9%
UNP vs NTR
+103.7%
+50.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.7% | +0.5% | -2.3% | -1.9% |
| 30D | -2.1% | +21.7% | -23.8% | -7.8% |
| 3M | +5.4% | +22.8% | -17.3% | -1.2% |
| 6M | +13.4% | +8.2% | +5.2% | +9.5% |
| YTD | +25.0% | +32.9% | -8.0% | +12.5% |
| 1Y | +34.6% | +45.3% | -10.8% | +17.1% |
| 3Y | +43.6% | +41.7% | +2.0% | +23.1% |
| 5Y | +51.7% | +49.8% | +1.9% | +14.5% |
| All | +153.9% | +103.7% | +50.2% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling