+627.6%
RIOT vs UNP
+375.1%
+252.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.3% |
| 7D | +4.8% | +4.2% | +0.6% | +1.5% |
| 30D | +16.0% | +5.6% | +10.4% | +10.2% |
| 3M | -8.8% | +2.0% | -10.8% | -11.3% |
| 6M | -29.7% | +15.4% | -45.1% | -39.8% |
| YTD | +38.3% | +32.7% | +5.6% | +3.6% |
| 1Y | +26.2% | +39.4% | -13.2% | -9.6% |
| 3Y | +79.0% | +54.3% | +24.7% | +18.8% |
| 5Y | -60.4% | +39.6% | -100.0% | -71.2% |
| 10Y | +638.6% | +288.9% | +349.7% | +181.6% |
| All | +627.6% | +375.1% | +252.6% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling