+51.7%
UNP vs RIO
+101.7%
-50.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.7% | +1.0% | -2.7% | -1.9% |
| 30D | -2.1% | +4.0% | -6.1% | -3.0% |
| 3M | +5.4% | +4.5% | +0.9% | +4.3% |
| 6M | +13.4% | +17.3% | -4.0% | +8.6% |
| YTD | +25.0% | +36.2% | -11.2% | +15.1% |
| 1Y | +34.6% | +76.1% | -41.6% | +16.1% |
| 3Y | +43.6% | +102.5% | -58.9% | +18.2% |
| 5Y | +51.7% | +103.5% | -51.8% | +21.1% |
| All | +51.7% | +101.7% | -50.0% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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