+1,127.7%
RSP vs UNP
+3,037.1%
-1,909.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.6% |
| 7D | -0.8% | -5.3% | +4.6% | +2.0% |
| 30D | -0.3% | -1.5% | +1.2% | +0.4% |
| 3M | +4.3% | +10.3% | -6.0% | -1.3% |
| 6M | +8.8% | +9.7% | -0.8% | +2.8% |
| YTD | +15.3% | +27.1% | -11.8% | +0.6% |
| 1Y | +18.3% | +32.6% | -14.3% | +0.8% |
| 3Y | +52.8% | +40.0% | +12.8% | +24.9% |
| 5Y | +51.7% | +50.8% | +0.9% | +16.9% |
| 10Y | +208.5% | +278.6% | -70.2% | +41.5% |
| All | +1,127.7% | +3,037.1% | -1,909.4% | +88.5% |
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 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