+209.8%
RSP vs UNP
+271.6%
-61.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.3% |
| 7D | -1.8% | -1.7% | -0.1% | -1.0% |
| 30D | -2.5% | -2.1% | -0.4% | -1.6% |
| 3M | +3.0% | +5.4% | -2.4% | -0.1% |
| 6M | +8.9% | +13.4% | -4.5% | +1.2% |
| YTD | +13.0% | +25.0% | -12.0% | -0.4% |
| 1Y | +16.2% | +34.6% | -18.3% | -1.5% |
| 3Y | +52.7% | +43.6% | +9.1% | +23.2% |
| 5Y | +50.5% | +51.7% | -1.3% | +15.3% |
| 10Y | +209.8% | +282.5% | -72.7% | +57.5% |
| All | +209.8% | +271.6% | -61.8% | +57.5% |
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