+277.6%
UNP vs RNG
+222.9%
+54.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.8% | -6.1% | +4.3% | -1.2% |
| 30D | -2.7% | +9.6% | -12.3% | -3.7% |
| 3M | +6.5% | +83.3% | -76.8% | -0.5% |
| 6M | +14.4% | +77.9% | -63.6% | +6.3% |
| YTD | +24.8% | +139.9% | -115.1% | +11.0% |
| 1Y | +34.4% | +121.7% | -87.2% | +20.4% |
| 3Y | +43.6% | +121.9% | -78.3% | +25.6% |
| 5Y | +53.2% | -68.4% | +121.6% | +57.9% |
| All | +277.6% | +222.9% | +54.8% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling