+51.7%
UNP vs RKT
-9.6%
+61.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.0% |
| 7D | -1.7% | -1.0% | -0.8% | -1.6% |
| 30D | -2.1% | -2.4% | +0.3% | -2.0% |
| 3M | +5.4% | +1.9% | +3.6% | +4.6% |
| 6M | +13.4% | -13.9% | +27.2% | +14.3% |
| YTD | +25.0% | -30.6% | +55.6% | +28.6% |
| 1Y | +34.6% | -34.4% | +68.9% | +38.9% |
| 3Y | +43.6% | +38.2% | +5.4% | +26.3% |
| 5Y | +51.7% | -9.7% | +61.4% | +34.0% |
| All | +51.7% | -9.6% | +61.3% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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