+279.5%
UNP vs RGEN
+414.1%
-134.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.2% | -2.9% | +1.7% | -0.8% |
| 30D | -2.0% | -0.1% | -1.9% | -2.0% |
| 3M | +7.5% | +25.9% | -18.4% | +3.8% |
| 6M | +15.3% | +35.2% | -19.9% | +9.6% |
| YTD | +25.4% | +0.5% | +24.9% | +24.2% |
| 1Y | +35.6% | +37.0% | -1.4% | +27.8% |
| 3Y | +44.1% | +2.0% | +42.1% | +37.1% |
| 5Y | +54.0% | -44.2% | +98.1% | +54.9% |
| All | +279.5% | +414.1% | -134.7% | +140.1% |
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