+45.5%
UNP vs RIG
-28.9%
+74.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -0.7% | -2.7% | +2.0% | -0.5% |
| 30D | -1.1% | +9.5% | -10.6% | -2.1% |
| 3M | +7.9% | -6.6% | +14.5% | +8.3% |
| 6M | +14.6% | -2.9% | +17.5% | +14.1% |
| YTD | +26.6% | +39.5% | -12.9% | +20.9% |
| 1Y | +35.6% | +82.3% | -46.7% | +25.0% |
| 3Y | +45.5% | -29.6% | +75.1% | +46.4% |
| All | +45.5% | -28.9% | +74.4% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling