+485.8%
RIOT vs UNP
+285.4%
+200.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.9% |
| 7D | -1.5% | -1.8% | +0.3% | -0.1% |
| 30D | +5.7% | -2.7% | +8.4% | +8.1% |
| 3M | -17.9% | +6.5% | -24.4% | -23.4% |
| 6M | +45.0% | +14.4% | +30.6% | +25.7% |
| YTD | +69.5% | +24.8% | +44.6% | +34.5% |
| 1Y | +37.2% | +34.4% | +2.8% | +1.5% |
| 3Y | +111.7% | +43.6% | +68.2% | +50.0% |
| 5Y | -27.5% | +53.2% | -80.7% | -51.0% |
| All | +485.8% | +285.4% | +200.3% | +124.5% |
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