+288.4%
UNP vs RGEN
+450.6%
-162.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -2.1% | -3.1% | +1.1% | -1.7% |
| 30D | +7.3% | +0.1% | +7.2% | +7.1% |
| 3M | +3.6% | +4.8% | -1.1% | +2.6% |
| 6M | +15.8% | +48.9% | -33.1% | +8.7% |
| YTD | +32.6% | +5.3% | +27.2% | +30.1% |
| 1Y | +37.2% | +12.5% | +24.7% | +33.2% |
| 3Y | +52.6% | +17.0% | +35.6% | +42.5% |
| 5Y | +40.6% | -35.4% | +75.9% | +38.1% |
| 10Y | +288.4% | +434.6% | -146.2% | +145.5% |
| All | +288.4% | +450.6% | -162.2% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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