+54.0%
UNP vs RDW
-9.1%
+63.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.4% |
| 7D | -1.8% | +0.9% | -2.7% | -1.8% |
| 30D | -2.7% | -21.3% | +18.5% | -1.9% |
| 3M | +6.5% | -37.9% | +44.4% | +8.1% |
| 6M | +14.4% | +12.3% | +2.1% | +11.8% |
| YTD | +24.8% | +39.7% | -14.9% | +19.6% |
| 1Y | +34.4% | +25.7% | +8.7% | +28.6% |
| 3Y | +43.6% | +230.8% | -187.3% | +24.8% |
| All | +54.0% | -9.1% | +63.0% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 5y: compounded portfolio wealth divided by compounded RDW 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…
5y analysis · Full analysis span regression · 6 months rolling