+42.6%
UNP vs RGTI
-69.7%
+112.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.7% |
| 7D | +3.6% | -9.6% | +13.2% | +3.3% |
| 30D | +11.4% | -26.0% | +37.4% | +10.4% |
| 3M | +4.6% | -35.8% | +40.4% | +3.3% |
| 6M | +18.3% | -36.7% | +55.0% | +16.9% |
| YTD | +35.4% | -49.4% | +84.8% | +33.0% |
| 1Y | +42.6% | -68.1% | +110.7% | +41.0% |
| All | +42.6% | -69.7% | +112.3% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 1y: compounded portfolio wealth divided by compounded RGTI 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…
1y analysis · Full analysis span regression · 6 months rolling