+284.1%
UNP vs RACE
+740.2%
-456.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -0.9% | +0.2% | -1.2% | -1.0% |
| 30D | +8.0% | +6.6% | +1.4% | +5.9% |
| 3M | +3.3% | +2.2% | +1.1% | +2.5% |
| 6M | +14.7% | +22.4% | -7.7% | +6.8% |
| YTD | +31.9% | +13.8% | +18.1% | +25.0% |
| 1Y | +37.1% | +2.2% | +34.9% | +34.3% |
| 3Y | +51.9% | +25.6% | +26.2% | +32.2% |
| 5Y | +39.3% | +71.0% | -31.7% | +5.6% |
| 10Y | +284.1% | +739.1% | -455.0% | +98.7% |
| All | +284.1% | +740.2% | -456.1% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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