+278.9%
UNP vs RIG
-46.1%
+324.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.0% |
| 7D | +4.2% | +5.7% | -1.5% | +3.6% |
| 30D | +5.6% | -0.7% | +6.3% | +5.4% |
| 3M | +2.0% | -3.1% | +5.2% | +1.9% |
| 6M | +15.4% | -16.3% | +31.7% | +16.7% |
| YTD | +32.7% | +34.1% | -1.4% | +26.6% |
| 1Y | +39.4% | +38.2% | +1.3% | +32.5% |
| 3Y | +54.3% | -15.3% | +69.6% | +49.8% |
| 5Y | +39.6% | +62.5% | -22.8% | +20.4% |
| All | +278.9% | -46.1% | +324.9% | +207.0% |
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