+10,467.8%
UNP vs RIO
+6,008.3%
+4,459.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | -1.5% | +4.0% | -5.5% | -2.7% |
| 3M | +10.3% | +0.1% | +10.1% | +9.7% |
| 6M | +9.7% | +12.7% | -3.1% | +5.0% |
| YTD | +27.1% | +35.6% | -8.5% | +14.8% |
| 1Y | +32.6% | +73.7% | -41.1% | +11.0% |
| 3Y | +40.0% | +93.3% | -53.3% | +12.1% |
| 5Y | +50.8% | +92.4% | -41.6% | +17.9% |
| 10Y | +278.6% | +606.9% | -328.3% | +97.9% |
| All | +10,467.8% | +6,008.3% | +4,459.5% | +3,048.2% |
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