+10,923.5%
UNP vs RIO
+4,925.8%
+5,997.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | +7.3% | -9.9% | +17.2% | +10.5% |
| 3M | +3.6% | -14.0% | +17.6% | +8.0% |
| 6M | +15.8% | -19.5% | +35.4% | +22.4% |
| YTD | +32.6% | +11.5% | +21.0% | +26.5% |
| 1Y | +37.2% | +26.9% | +10.3% | +25.9% |
| 3Y | +52.6% | +55.1% | -2.5% | +30.2% |
| 5Y | +40.6% | +90.7% | -50.1% | +10.1% |
| 10Y | +288.4% | +363.3% | -74.9% | +128.8% |
| All | +10,923.5% | +4,925.8% | +5,997.6% | +3,368.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling