+3,801.1%
UNP vs RBA
+4,003.4%
-202.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.3% |
| 7D | -4.6% | +4.3% | -8.8% | -5.6% |
| 30D | +5.6% | +16.3% | -10.7% | +1.4% |
| 3M | -1.3% | +1.3% | -2.6% | -2.0% |
| 6M | +9.2% | -11.1% | +20.3% | +11.5% |
| YTD | +27.3% | -8.5% | +35.8% | +28.5% |
| 1Y | +35.9% | -2.1% | +38.0% | +34.6% |
| 3Y | +45.5% | +44.6% | +0.9% | +27.6% |
| 5Y | +36.0% | +36.8% | -0.8% | +18.2% |
| 10Y | +307.2% | +227.3% | +79.9% | +169.6% |
| All | +3,801.1% | +4,003.4% | -202.4% | +1,624.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling