+51.7%
UNP vs RIG
+64.1%
-12.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -1.7% | -8.2% | +6.5% | -0.9% |
| 30D | -2.1% | -0.2% | -1.9% | -2.2% |
| 3M | +5.4% | -2.7% | +8.2% | +5.5% |
| 6M | +13.4% | -7.5% | +20.8% | +13.5% |
| YTD | +25.0% | +38.3% | -13.3% | +19.6% |
| 1Y | +34.6% | +81.8% | -47.3% | +24.5% |
| 3Y | +43.6% | -30.2% | +73.8% | +42.6% |
| 5Y | +51.7% | +59.9% | -8.2% | +35.0% |
| All | +51.7% | +64.1% | -12.4% | +35.0% |
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 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