-34.5%
RBLX vs UNP
+51.3%
-85.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +5.1% | -1.8% | +6.9% | +5.7% |
| 30D | +28.0% | -2.7% | +30.8% | +29.1% |
| 3M | +4.6% | +6.5% | -1.9% | +1.5% |
| 6M | -24.7% | +14.4% | -39.0% | -29.2% |
| YTD | -43.8% | +24.8% | -68.7% | -49.2% |
| 1Y | -65.8% | +34.4% | -100.2% | -70.2% |
| 3Y | +59.4% | +43.6% | +15.8% | +32.9% |
| 5Y | -48.2% | +53.2% | -101.4% | -56.2% |
| All | -34.5% | +51.3% | -85.8% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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