+390.0%
UNP vs RNG
+309.1%
+80.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.1% |
| 7D | -0.7% | -0.8% | +0.1% | -0.7% |
| 30D | -1.1% | +11.4% | -12.5% | -2.4% |
| 3M | +7.9% | +72.1% | -64.2% | +1.1% |
| 6M | +14.6% | +67.9% | -53.3% | +6.9% |
| YTD | +26.6% | +144.3% | -117.8% | +11.8% |
| 1Y | +35.6% | +117.5% | -82.0% | +21.1% |
| 3Y | +45.5% | +123.9% | -78.4% | +26.5% |
| 5Y | +50.0% | -70.1% | +120.1% | +56.1% |
| 10Y | +271.8% | +215.9% | +56.0% | +159.2% |
| All | +390.0% | +309.1% | +80.9% | +221.0% |
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