-29.3%
RIOT vs UNP
+51.6%
-80.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.4% | -5.4% | -5.4% |
| 7D | -0.9% | -1.2% | +0.3% | +0.1% |
| 30D | +3.5% | -2.0% | +5.5% | +5.2% |
| 3M | -13.0% | +7.5% | -20.5% | -19.8% |
| 6M | +43.1% | +15.3% | +27.8% | +22.0% |
| YTD | +65.4% | +25.4% | +39.9% | +28.5% |
| 1Y | +27.7% | +35.6% | -7.9% | -8.9% |
| 3Y | +91.3% | +44.1% | +47.2% | +29.7% |
| 5Y | -29.3% | +54.0% | -83.2% | -51.6% |
| All | -29.3% | +51.6% | -80.9% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling