+52.2%
UNP vs RACE
+93.6%
-41.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | -5.3% | -2.5% | -2.8% | -4.8% |
| 30D | -1.5% | +0.8% | -2.3% | -1.7% |
| 3M | +10.3% | +17.2% | -6.9% | +6.2% |
| 6M | +9.7% | +13.6% | -3.9% | +6.1% |
| YTD | +27.1% | +12.2% | +14.9% | +22.9% |
| 1Y | +32.6% | -16.3% | +48.8% | +36.8% |
| 3Y | +40.0% | +36.4% | +3.5% | +21.0% |
| All | +52.2% | +93.6% | -41.4% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling