+281.0%
UNP vs NTRA
+1,735.1%
-1,454.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.5% |
| 7D | -1.7% | +1.6% | -3.3% | -1.9% |
| 30D | -2.1% | +3.8% | -5.9% | -2.5% |
| 3M | +5.4% | +48.2% | -42.8% | +1.4% |
| 6M | +13.4% | +61.0% | -47.6% | +7.7% |
| YTD | +25.0% | +44.2% | -19.2% | +19.7% |
| 1Y | +34.6% | +87.3% | -52.7% | +25.5% |
| 3Y | +43.6% | +509.4% | -465.8% | +17.3% |
| 5Y | +51.7% | +175.1% | -123.4% | +28.5% |
| 10Y | +282.5% | +3,203.1% | -2,920.6% | +149.2% |
| All | +281.0% | +1,735.1% | -1,454.1% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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