+94.2%
UNP vs RKT
-9.3%
+103.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.7% | +1.1% |
| 7D | +2.1% | -7.5% | +9.6% | +2.7% |
| 30D | +7.7% | +26.6% | -18.9% | +5.7% |
| 3M | +4.0% | -2.4% | +6.5% | +4.0% |
| 6M | +15.7% | -7.4% | +23.0% | +15.6% |
| YTD | +33.5% | -29.2% | +62.7% | +35.5% |
| 1Y | +38.9% | -23.5% | +62.5% | +40.0% |
| 3Y | +53.7% | +73.9% | -20.3% | +42.5% |
| 5Y | +40.4% | -6.6% | +47.1% | +30.5% |
| All | +94.2% | -9.3% | +103.5% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling