+271.8%
UNP vs RCAT
-98.4%
+370.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.4% |
| 7D | -0.7% | +5.4% | -6.1% | -0.8% |
| 30D | -1.1% | -5.6% | +4.5% | -1.1% |
| 3M | +7.9% | -30.2% | +38.1% | +7.9% |
| 6M | +14.6% | -43.4% | +58.0% | +14.7% |
| YTD | +26.6% | +9.6% | +16.9% | +26.4% |
| 1Y | +35.6% | -2.0% | +37.5% | +35.3% |
| 3Y | +45.5% | +825.0% | -779.5% | +43.8% |
| 5Y | +50.0% | +199.8% | -149.8% | +48.4% |
| 10Y | +271.8% | -98.4% | +370.2% | +264.3% |
| All | +271.8% | -98.4% | +370.2% | +264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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