+5,458.0%
UNP vs RIG
-40.2%
+5,498.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.6% |
| 7D | -5.3% | +0.9% | -6.2% | -5.5% |
| 30D | -1.5% | +13.8% | -15.4% | -3.4% |
| 3M | +10.3% | -6.4% | +16.7% | +10.8% |
| 6M | +9.7% | -8.2% | +17.8% | +10.0% |
| YTD | +27.1% | +41.6% | -14.5% | +19.4% |
| 1Y | +32.6% | +88.7% | -56.1% | +18.8% |
| 3Y | +40.0% | -30.9% | +70.8% | +39.3% |
| 5Y | +50.8% | +57.7% | -6.8% | +24.8% |
| 10Y | +278.6% | -39.3% | +317.9% | +181.1% |
| All | +5,458.0% | -40.2% | +5,498.2% | +3,980.9% |
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 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