+23.4%
UNP vs RBRK
+124.5%
-101.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | -0.4% |
| 7D | -1.8% | -7.5% | +5.7% | -1.6% |
| 30D | -2.7% | -10.4% | +7.7% | -2.5% |
| 3M | +6.5% | +21.3% | -14.8% | +5.8% |
| 6M | +14.4% | +50.6% | -36.3% | +12.6% |
| YTD | +24.8% | +13.3% | +11.5% | +24.5% |
| 1Y | +34.4% | +11.2% | +23.2% | +33.8% |
| All | +23.4% | +124.5% | -101.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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