+284.1%
UNP vs RL
+369.1%
-85.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -0.9% | +1.3% | -2.2% | -1.3% |
| 30D | +8.0% | +7.6% | +0.4% | +5.9% |
| 3M | +3.3% | -1.5% | +4.9% | +3.5% |
| 6M | +14.7% | +12.1% | +2.6% | +10.2% |
| YTD | +31.9% | +13.9% | +18.0% | +25.5% |
| 1Y | +37.1% | +20.7% | +16.5% | +28.2% |
| 3Y | +51.9% | +260.6% | -208.7% | +0.5% |
| 5Y | +39.3% | +248.9% | -209.5% | -9.8% |
| 10Y | +284.1% | +355.9% | -71.8% | +115.8% |
| All | +284.1% | +369.1% | -85.0% | +115.8% |
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