+281.1%
UNP vs RL
+342.1%
-61.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +2.1% | +2.4% | -0.3% | +1.5% |
| 30D | +7.7% | +4.6% | +3.2% | +6.4% |
| 3M | +4.0% | -1.1% | +5.2% | +4.1% |
| 6M | +15.7% | +16.5% | -0.9% | +9.9% |
| YTD | +33.5% | +11.4% | +22.1% | +27.7% |
| 1Y | +38.9% | +16.1% | +22.9% | +31.2% |
| 3Y | +53.7% | +252.6% | -198.9% | +2.4% |
| 5Y | +40.4% | +244.9% | -204.4% | -8.8% |
| All | +281.1% | +342.1% | -61.1% | +113.1% |
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