+51.7%
UNP vs RMD
-22.9%
+74.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -1.7% | -4.7% | +3.0% | -0.9% |
| 30D | -2.1% | +0.2% | -2.4% | -2.2% |
| 3M | +5.4% | +12.0% | -6.6% | +3.1% |
| 6M | +13.4% | -12.5% | +25.9% | +15.7% |
| YTD | +25.0% | -7.9% | +32.9% | +26.2% |
| 1Y | +34.6% | -20.4% | +55.0% | +39.3% |
| 3Y | +43.6% | +53.1% | -9.5% | +29.7% |
| 5Y | +51.7% | -22.1% | +73.9% | +47.1% |
| All | +51.7% | -22.9% | +74.6% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling