-58.4%
RIOT vs UNP
+39.6%
-98.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.3% |
| 7D | +4.8% | +4.2% | +0.6% | +1.6% |
| 30D | +16.0% | +5.6% | +10.4% | +10.2% |
| 3M | -8.8% | +2.0% | -10.8% | -11.2% |
| 6M | -29.7% | +15.4% | -45.1% | -40.2% |
| YTD | +38.3% | +32.7% | +5.6% | +1.2% |
| 1Y | +26.2% | +39.4% | -13.2% | -12.4% |
| 3Y | +79.0% | +54.3% | +24.7% | +12.6% |
| All | -58.4% | +39.6% | -98.0% | -71.1% |
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