+34.4%
UNP vs RNG
+128.1%
-93.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.8% | -6.1% | +4.3% | -1.7% |
| 30D | -2.7% | +9.6% | -12.3% | -2.8% |
| 3M | +6.5% | +83.3% | -76.8% | +5.9% |
| 6M | +14.4% | +77.9% | -63.6% | +13.3% |
| YTD | +24.8% | +139.9% | -115.1% | +21.5% |
| 1Y | +34.4% | +121.7% | -87.2% | +31.5% |
| All | +34.4% | +128.1% | -93.7% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling