+2,915.8%
UNP vs RL
+1,366.2%
+1,549.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.4% |
| 7D | -5.3% | -0.8% | -4.5% | -5.2% |
| 30D | -1.5% | -7.8% | +6.2% | +0.4% |
| 3M | +10.3% | -4.0% | +14.3% | +10.9% |
| 6M | +9.7% | -1.9% | +11.6% | +8.9% |
| YTD | +27.1% | -0.2% | +27.3% | +25.5% |
| 1Y | +32.6% | +10.7% | +21.9% | +27.0% |
| 3Y | +40.0% | +210.8% | -170.8% | -0.9% |
| 5Y | +50.8% | +238.2% | -187.4% | +1.3% |
| 10Y | +278.6% | +313.4% | -34.7% | +125.4% |
| All | +2,915.8% | +1,366.2% | +1,549.7% | +1,099.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling