+84.9%
UNP vs RKT
-7.0%
+91.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -5.3% | +2.1% | -7.5% | -5.5% |
| 30D | -1.5% | +1.4% | -3.0% | -1.7% |
| 3M | +10.3% | +6.3% | +4.0% | +9.4% |
| 6M | +9.7% | -15.5% | +25.1% | +10.4% |
| YTD | +27.1% | -27.4% | +54.5% | +29.0% |
| 1Y | +32.6% | -26.6% | +59.2% | +34.1% |
| 3Y | +40.0% | +41.2% | -1.2% | +31.7% |
| 5Y | +50.8% | -6.4% | +57.3% | +40.2% |
| All | +84.9% | -7.0% | +91.9% | +70.6% |
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