+54.0%
UNP vs RGTI
+56.8%
-2.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -1.8% | +0.5% | -2.3% | -1.8% |
| 30D | -2.7% | -17.1% | +14.4% | -2.5% |
| 3M | +6.5% | -26.0% | +32.5% | +6.8% |
| 6M | +14.4% | -9.9% | +24.2% | +14.0% |
| YTD | +24.8% | -31.1% | +55.9% | +24.8% |
| 1Y | +34.4% | -8.5% | +42.9% | +33.2% |
| 3Y | +43.6% | +652.2% | -608.6% | +33.0% |
| All | +54.0% | +56.8% | -2.8% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling