+3,226.9%
UNP vs RCAT
-100.0%
+3,326.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.2% |
| 7D | -5.3% | -1.4% | -3.9% | -5.3% |
| 30D | -1.5% | -3.3% | +1.8% | -1.5% |
| 3M | +10.3% | -43.2% | +53.5% | +10.3% |
| 6M | +9.7% | -43.2% | +52.8% | +9.7% |
| YTD | +27.1% | +5.5% | +21.5% | +27.0% |
| 1Y | +32.6% | -1.6% | +34.2% | +32.5% |
| 3Y | +40.0% | +773.7% | -733.7% | +39.3% |
| 5Y | +50.8% | +187.6% | -136.8% | +50.2% |
| 10Y | +278.6% | -98.5% | +377.1% | +272.3% |
| All | +3,226.9% | -100.0% | +3,326.9% | +3,007.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling