+17.0%
RSP vs UNP
+34.3%
-17.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -0.4% | -0.7% | +0.4% | -0.2% |
| 30D | -1.5% | -1.1% | -0.4% | -1.3% |
| 3M | +4.8% | +7.9% | -3.1% | +2.8% |
| 6M | +10.3% | +14.6% | -4.4% | +6.2% |
| YTD | +14.1% | +26.6% | -12.5% | +6.4% |
| 1Y | +17.0% | +35.6% | -18.6% | +7.6% |
| All | +17.0% | +34.3% | -17.3% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling