+46.9%
UNP vs RL
+214.6%
-167.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.2% |
| 7D | -5.3% | -0.8% | -4.5% | -5.2% |
| 30D | -1.5% | -7.8% | +6.2% | -0.3% |
| 3M | +10.3% | -4.0% | +14.3% | +10.5% |
| 6M | +9.7% | -1.9% | +11.6% | +9.1% |
| YTD | +27.1% | -0.2% | +27.3% | +25.9% |
| 1Y | +32.6% | +10.7% | +21.9% | +28.4% |
| All | +46.9% | +214.6% | -167.7% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling