+282.5%
UNP vs RL
+297.6%
-15.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -0.4% |
| 7D | -1.7% | -0.3% | -1.5% | -1.7% |
| 30D | -2.1% | -17.5% | +15.4% | +2.9% |
| 3M | +5.4% | -14.0% | +19.4% | +9.2% |
| 6M | +13.4% | -2.0% | +15.3% | +12.5% |
| YTD | +25.0% | -4.6% | +29.6% | +24.7% |
| 1Y | +34.6% | +9.5% | +25.1% | +28.8% |
| 3Y | +43.6% | +200.5% | -156.8% | -0.4% |
| 5Y | +51.7% | +226.3% | -174.5% | -1.1% |
| 10Y | +282.5% | +304.8% | -22.3% | +120.2% |
| All | +282.5% | +297.6% | -15.1% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling