+39.3%
UNP vs RIG
+42.7%
-3.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.9% | -12.2% | +11.3% | +0.3% |
| 30D | +8.0% | -6.0% | +14.0% | +8.4% |
| 3M | +3.3% | -9.4% | +12.8% | +3.9% |
| 6M | +14.7% | -19.1% | +33.8% | +16.3% |
| YTD | +31.9% | +25.4% | +6.5% | +26.9% |
| 1Y | +37.1% | +23.3% | +13.8% | +32.0% |
| 3Y | +51.9% | -22.1% | +74.0% | +48.6% |
| 5Y | +39.3% | +50.1% | -10.8% | +27.9% |
| All | +39.3% | +42.7% | -3.4% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling