+55.9%
UNP vs ONON
-22.6%
+78.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | -1.8% | -2.1% | +0.3% | -1.6% |
| 30D | -2.7% | -11.6% | +8.9% | -1.6% |
| 3M | +6.5% | -30.1% | +36.6% | +9.8% |
| 6M | +14.4% | -30.5% | +44.9% | +17.6% |
| YTD | +24.8% | -41.0% | +65.8% | +30.4% |
| 1Y | +34.4% | -36.7% | +71.1% | +39.0% |
| 3Y | +43.6% | -8.6% | +52.2% | +40.1% |
| All | +55.9% | -22.6% | +78.4% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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