+5,571.7%
UNP vs RCL
+5,669.9%
-98.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.9% |
| 7D | -4.6% | +6.5% | -11.1% | -5.9% |
| 30D | +5.6% | +15.9% | -10.2% | +2.2% |
| 3M | -1.3% | +2.7% | -4.0% | -2.3% |
| 6M | +9.2% | +15.2% | -6.0% | +4.8% |
| YTD | +27.3% | +19.2% | +8.1% | +19.7% |
| 1Y | +35.9% | +31.6% | +4.3% | +24.8% |
| 3Y | +45.5% | +274.2% | -228.7% | +2.7% |
| 5Y | +36.0% | +250.1% | -214.1% | -8.3% |
| 10Y | +307.2% | +388.4% | -81.2% | +117.7% |
| All | +5,571.7% | +5,669.9% | -98.2% | +1,585.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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