+5,737.8%
UNP vs RIG
-45.6%
+5,783.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +2.1% | +4.3% | -2.2% | +1.5% |
| 30D | +7.7% | -5.8% | +13.6% | +8.3% |
| 3M | +4.0% | -6.7% | +10.7% | +4.5% |
| 6M | +15.7% | -18.7% | +34.3% | +17.8% |
| YTD | +33.5% | +28.8% | +4.7% | +26.5% |
| 1Y | +38.9% | +28.8% | +10.1% | +31.5% |
| 3Y | +53.7% | -20.0% | +73.7% | +49.2% |
| 5Y | +40.4% | +56.0% | -15.6% | +16.4% |
| 10Y | +291.1% | -48.7% | +339.8% | +197.9% |
| All | +5,737.8% | -45.6% | +5,783.4% | +4,222.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling