+277.6%
UNP vs RIG
-41.2%
+318.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.3% |
| 7D | -1.8% | -3.1% | +1.3% | -1.5% |
| 30D | -2.7% | -0.5% | -2.2% | -2.7% |
| 3M | +6.5% | -6.0% | +12.5% | +7.0% |
| 6M | +14.4% | -10.1% | +24.5% | +14.9% |
| YTD | +24.8% | +37.3% | -12.5% | +19.2% |
| 1Y | +34.4% | +73.9% | -39.5% | +24.4% |
| 3Y | +43.6% | -30.2% | +73.8% | +42.8% |
| 5Y | +53.2% | +62.5% | -9.2% | +32.0% |
| All | +277.6% | -41.2% | +318.8% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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