+51.9%
UNP vs RMD
+68.3%
-16.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -0.9% | +3.1% | -4.0% | -1.4% |
| 30D | +8.0% | +1.8% | +6.2% | +7.6% |
| 3M | +3.3% | +6.7% | -3.3% | +2.1% |
| 6M | +14.7% | +13.9% | +0.8% | +11.9% |
| YTD | +31.9% | -2.0% | +33.9% | +31.5% |
| 1Y | +37.1% | -5.4% | +42.5% | +37.3% |
| 3Y | +51.9% | +67.4% | -15.5% | +35.5% |
| All | +51.9% | +68.3% | -16.5% | +35.5% |
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