+50.1%
UNP vs RDW
+1.6%
+48.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -1.2% | +4.8% | -6.0% | -1.3% |
| 30D | -2.0% | -19.5% | +17.6% | -1.2% |
| 3M | +7.5% | -26.9% | +34.4% | +8.3% |
| 6M | +15.3% | +17.8% | -2.4% | +12.6% |
| YTD | +25.4% | +43.0% | -17.6% | +20.2% |
| 1Y | +35.6% | +32.1% | +3.5% | +29.5% |
| 3Y | +44.1% | +250.6% | -206.5% | +25.3% |
| 5Y | +54.0% | -6.6% | +60.6% | +35.5% |
| All | +50.1% | +1.6% | +48.5% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling