+51.9%
UNP vs RGEN
+18.4%
+33.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.4% |
| 7D | -0.9% | -2.4% | +1.5% | -0.7% |
| 30D | +8.0% | +0.1% | +7.9% | +7.9% |
| 3M | +3.3% | +6.6% | -3.3% | +2.5% |
| 6M | +14.7% | +40.9% | -26.2% | +10.8% |
| YTD | +31.9% | +6.2% | +25.7% | +31.3% |
| 1Y | +37.1% | +19.4% | +17.7% | +34.3% |
| 3Y | +51.9% | +17.9% | +34.0% | +41.5% |
| All | +51.9% | +18.4% | +33.5% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling