+2,921.5%
UNP vs RL
+1,476.5%
+1,444.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.3% |
| 7D | -4.6% | -4.2% | -0.4% | -3.5% |
| 30D | +5.6% | +4.3% | +1.4% | +4.4% |
| 3M | -1.3% | -4.6% | +3.3% | -0.4% |
| 6M | +9.2% | +1.7% | +7.5% | +7.7% |
| YTD | +27.3% | +7.3% | +20.0% | +23.2% |
| 1Y | +35.9% | +20.8% | +15.1% | +27.3% |
| 3Y | +45.5% | +247.0% | -201.5% | +0.1% |
| 5Y | +36.0% | +225.5% | -189.5% | -7.5% |
| 10Y | +307.2% | +363.0% | -55.8% | +135.2% |
| All | +2,921.5% | +1,476.5% | +1,444.9% | +1,077.6% |
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