+47.6%
UNP vs RGTI
+53.9%
-6.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.2% |
| 7D | -1.7% | +2.5% | -4.2% | -1.8% |
| 30D | -2.1% | -13.7% | +11.5% | -2.0% |
| 3M | +5.4% | -22.6% | +28.0% | +5.7% |
| 6M | +13.4% | -13.4% | +26.8% | +13.1% |
| YTD | +25.0% | -31.2% | +56.2% | +25.0% |
| 1Y | +34.6% | -7.6% | +42.2% | +33.3% |
| 3Y | +43.6% | +669.7% | -626.1% | +33.1% |
| 5Y | +51.7% | +57.0% | -5.3% | +40.1% |
| All | +47.6% | +53.9% | -6.3% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling