+215.6%
RSP vs UNP
+321.0%
-105.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.1% |
| 7D | +0.4% | -3.3% | +3.7% | +2.1% |
| 30D | +3.7% | +6.7% | -3.0% | +0.4% |
| 3M | +0.8% | +1.8% | -1.0% | -0.4% |
| 6M | +9.1% | +13.3% | -4.3% | +1.6% |
| YTD | +16.7% | +30.3% | -13.6% | +0.6% |
| 1Y | +19.7% | +36.9% | -17.2% | +0.5% |
| 3Y | +66.7% | +50.9% | +15.8% | +30.9% |
| 5Y | +48.7% | +37.9% | +10.7% | +20.1% |
| 10Y | +215.6% | +293.8% | -78.2% | +61.9% |
| All | +215.6% | +321.0% | -105.4% | +61.9% |
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