+297.1%
UNP vs RACE
+658.9%
-361.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.2% |
| 7D | -4.6% | +5.1% | -9.6% | -5.9% |
| 30D | +5.6% | +7.7% | -2.1% | +3.4% |
| 3M | -1.3% | +2.2% | -3.5% | -2.1% |
| 6M | +9.2% | +23.8% | -14.5% | +1.7% |
| YTD | +27.3% | +13.9% | +13.4% | +20.9% |
| 1Y | +35.9% | +3.8% | +32.1% | +32.6% |
| 3Y | +45.5% | +28.0% | +17.4% | +27.3% |
| 5Y | +36.0% | +64.9% | -28.9% | +6.9% |
| 10Y | +307.2% | +780.4% | -473.2% | +100.4% |
| All | +297.1% | +658.9% | -361.8% | +90.1% |
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