+271.8%
UNP vs RBA
+182.6%
+89.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -0.7% | -1.1% | +0.3% | -0.4% |
| 30D | -1.1% | -13.2% | +12.1% | +2.9% |
| 3M | +7.9% | -21.4% | +29.2% | +14.7% |
| 6M | +14.6% | -20.9% | +35.5% | +21.5% |
| YTD | +26.6% | -19.9% | +46.4% | +33.0% |
| 1Y | +35.6% | -28.7% | +64.2% | +47.3% |
| 3Y | +45.5% | +27.4% | +18.1% | +29.0% |
| 5Y | +50.0% | +41.7% | +8.3% | +24.0% |
| 10Y | +271.8% | +189.6% | +82.2% | +108.4% |
| All | +271.8% | +182.6% | +89.3% | +108.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling