+9,283.6%
UNP vs NUE
+14,354.5%
-5,070.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -0.7% | +1.8% | -2.5% | -1.4% |
| 30D | -1.1% | -6.0% | +4.8% | +0.6% |
| 3M | +7.9% | +1.4% | +6.4% | +6.7% |
| 6M | +14.6% | +52.8% | -38.2% | -0.8% |
| YTD | +26.6% | +58.1% | -31.5% | +8.2% |
| 1Y | +35.6% | +80.4% | -44.9% | +10.6% |
| 3Y | +45.5% | +62.3% | -16.8% | +19.1% |
| 5Y | +50.0% | +146.2% | -96.2% | +2.1% |
| 10Y | +271.8% | +549.5% | -277.7% | +76.7% |
| All | +9,283.6% | +14,354.5% | -5,070.8% | +1,655.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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