+296.3%
UNP vs RACE
+647.6%
-351.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | -5.3% | -2.5% | -2.8% | -4.7% |
| 30D | -1.5% | +0.8% | -2.3% | -1.8% |
| 3M | +10.3% | +17.2% | -6.9% | +4.8% |
| 6M | +9.7% | +13.6% | -3.9% | +4.6% |
| YTD | +27.1% | +12.2% | +14.9% | +21.3% |
| 1Y | +32.6% | -16.3% | +48.8% | +37.4% |
| 3Y | +40.0% | +36.4% | +3.5% | +19.7% |
| 5Y | +50.8% | +95.0% | -44.1% | +11.7% |
| 10Y | +278.6% | +813.2% | -534.6% | +85.2% |
| All | +296.3% | +647.6% | -351.3% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling