+54.0%
UNP vs RNG
-70.1%
+124.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.4% |
| 7D | -1.2% | -9.6% | +8.4% | -0.4% |
| 30D | -2.0% | +8.8% | -10.8% | -2.7% |
| 3M | +7.5% | +78.6% | -71.1% | +2.0% |
| 6M | +15.3% | +70.3% | -54.9% | +9.1% |
| YTD | +25.4% | +140.3% | -114.9% | +13.8% |
| 1Y | +35.6% | +126.6% | -91.0% | +23.5% |
| 3Y | +44.1% | +120.2% | -76.1% | +29.0% |
| 5Y | +54.0% | -68.3% | +122.3% | +43.2% |
| All | +54.0% | -70.1% | +124.1% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling