+35.6%
UNP vs RL
+11.4%
+24.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -0.7% | +1.9% | -2.6% | -0.9% |
| 30D | -1.1% | -12.2% | +11.1% | +0.1% |
| 3M | +7.9% | -6.6% | +14.5% | +8.1% |
| 6M | +14.6% | +3.2% | +11.5% | +12.9% |
| YTD | +26.6% | -1.3% | +27.9% | +25.6% |
| 1Y | +35.6% | +13.6% | +22.0% | +33.2% |
| All | +35.6% | +11.4% | +24.2% | +33.2% |
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 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