+10,935.5%
UNP vs RIO
+4,806.4%
+6,129.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +4.2% | -0.9% | +5.2% | +4.5% |
| 30D | +5.6% | -9.1% | +14.7% | +8.4% |
| 3M | +2.0% | -13.7% | +15.7% | +6.2% |
| 6M | +15.4% | -24.3% | +39.7% | +24.2% |
| YTD | +32.7% | +8.9% | +23.8% | +27.5% |
| 1Y | +39.4% | +22.7% | +16.8% | +29.3% |
| 3Y | +54.3% | +51.2% | +3.1% | +32.6% |
| 5Y | +39.6% | +88.1% | -48.5% | +9.7% |
| 10Y | +288.9% | +352.3% | -63.5% | +130.6% |
| All | +10,935.5% | +4,806.4% | +6,129.2% | +3,396.1% |
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 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