+35.6%
UNP vs RBA
-28.4%
+64.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | -0.7% | -1.1% | +0.3% | -0.6% |
| 30D | -1.1% | -13.2% | +12.1% | +0.4% |
| 3M | +7.9% | -21.4% | +29.2% | +10.2% |
| 6M | +14.6% | -20.9% | +35.5% | +16.6% |
| YTD | +26.6% | -19.9% | +46.4% | +28.4% |
| 1Y | +35.6% | -28.7% | +64.2% | +32.5% |
| All | +35.6% | -28.4% | +64.0% | +32.5% |
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