+45.5%
UNP vs RMD
+52.4%
-6.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.1% |
| 7D | -0.7% | -4.5% | +3.7% | -0.1% |
| 30D | -1.1% | +4.6% | -5.7% | -1.8% |
| 3M | +7.9% | +14.8% | -6.9% | +5.4% |
| 6M | +14.6% | -12.1% | +26.7% | +16.5% |
| YTD | +26.6% | -7.5% | +34.1% | +27.5% |
| 1Y | +35.6% | -20.1% | +55.6% | +39.3% |
| 3Y | +45.5% | +53.9% | -8.4% | +37.8% |
| All | +45.5% | +52.4% | -6.9% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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