+32.6%
UNP vs RBA
-26.5%
+59.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -5.3% | -2.9% | -2.4% | -5.0% |
| 30D | -1.5% | -12.3% | +10.7% | -0.1% |
| 3M | +10.3% | -20.5% | +30.8% | +12.5% |
| 6M | +9.7% | -18.5% | +28.2% | +11.2% |
| YTD | +27.1% | -18.2% | +45.3% | +28.7% |
| 1Y | +32.6% | -27.5% | +60.1% | +28.5% |
| All | +32.6% | -26.5% | +59.1% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling