+38.9%
UNP vs RL
+17.3%
+21.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +2.1% | +2.4% | -0.3% | +1.7% |
| 30D | +7.7% | +4.6% | +3.2% | +7.3% |
| 3M | +4.0% | -1.1% | +5.2% | +4.1% |
| 6M | +15.7% | +16.5% | -0.9% | +12.9% |
| YTD | +33.5% | +11.4% | +22.1% | +30.7% |
| 1Y | +38.9% | +16.1% | +22.9% | +34.9% |
| All | +38.9% | +17.3% | +21.7% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling