+277.6%
UNP vs NYT
+489.9%
-212.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | -1.8% | -0.6% | -1.2% | -1.7% |
| 30D | -2.7% | +4.6% | -7.3% | -3.8% |
| 3M | +6.5% | -9.6% | +16.1% | +8.6% |
| 6M | +14.4% | -14.0% | +28.4% | +17.8% |
| YTD | +24.8% | -2.8% | +27.6% | +24.1% |
| 1Y | +34.4% | +15.6% | +18.8% | +27.4% |
| 3Y | +43.6% | +56.3% | -12.7% | +23.6% |
| 5Y | +53.2% | +39.5% | +13.7% | +32.6% |
| All | +277.6% | +489.9% | -212.3% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling