+392.0%
UNP vs RNG
+327.7%
+64.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.6% |
| 7D | -5.3% | +5.8% | -11.1% | -6.0% |
| 30D | -1.5% | +19.6% | -21.2% | -3.5% |
| 3M | +10.3% | +67.0% | -56.8% | +3.6% |
| 6M | +9.7% | +88.4% | -78.7% | +0.9% |
| YTD | +27.1% | +155.5% | -128.4% | +11.7% |
| 1Y | +32.6% | +141.7% | -109.1% | +17.0% |
| 3Y | +40.0% | +131.1% | -91.1% | +21.3% |
| 5Y | +50.8% | -70.6% | +121.4% | +57.6% |
| 10Y | +278.6% | +228.2% | +50.4% | +162.9% |
| All | +392.0% | +327.7% | +64.2% | +220.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling