+293.8%
UNP vs RBA
+236.6%
+57.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.7% |
| 7D | -3.3% | +2.5% | -5.8% | -3.9% |
| 30D | +6.7% | +11.6% | -4.9% | +3.3% |
| 3M | +1.8% | +1.5% | +0.3% | +1.0% |
| 6M | +13.3% | -6.6% | +20.0% | +14.3% |
| YTD | +30.3% | -6.3% | +36.6% | +30.5% |
| 1Y | +36.9% | -4.0% | +40.9% | +36.0% |
| 3Y | +50.9% | +47.3% | +3.7% | +28.3% |
| 5Y | +37.9% | +47.7% | -9.7% | +14.3% |
| 10Y | +293.8% | +224.7% | +69.1% | +117.5% |
| All | +293.8% | +236.6% | +57.2% | +117.5% |
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 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