+46.9%
UNP vs RBA
+32.9%
+14.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -5.3% | -2.9% | -2.4% | -4.8% |
| 30D | -1.5% | -12.3% | +10.7% | +0.9% |
| 3M | +10.3% | -20.5% | +30.8% | +14.5% |
| 6M | +9.7% | -18.5% | +28.2% | +13.0% |
| YTD | +27.1% | -18.2% | +45.3% | +30.4% |
| 1Y | +32.6% | -27.5% | +60.1% | +39.6% |
| All | +46.9% | +32.9% | +14.0% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling