+9.2%
UNP vs RACE
+23.5%
-14.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.7% |
| 7D | -4.6% | +5.1% | -9.6% | -4.1% |
| 30D | +5.6% | +7.7% | -2.1% | +6.3% |
| 3M | -1.3% | +2.2% | -3.5% | -0.9% |
| 6M | +9.2% | +23.8% | -14.5% | +13.9% |
| All | +9.2% | +23.5% | -14.2% | +13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling