+13.3%
RTX vs UNP
+38.2%
-24.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.6% |
| 7D | +3.4% | +2.1% | +1.3% | +2.9% |
| 30D | +8.4% | +7.7% | +0.6% | +6.8% |
| 3M | -10.7% | +4.0% | -14.7% | -11.4% |
| 6M | +11.7% | +15.7% | -3.9% | +8.6% |
| YTD | +9.3% | +33.5% | -24.2% | +3.3% |
| 1Y | +13.3% | +38.9% | -25.7% | +6.7% |
| All | +13.3% | +38.2% | -24.9% | +6.7% |
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 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