+413.7%
UNP vs RNG
+340.1%
+73.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +4.2% | +4.6% | -0.4% | +3.7% |
| 30D | +5.6% | +0.4% | +5.2% | +5.4% |
| 3M | +2.0% | +11.4% | -9.4% | +0.5% |
| 6M | +15.4% | +95.7% | -80.3% | +6.1% |
| YTD | +32.7% | +162.9% | -130.2% | +16.0% |
| 1Y | +39.4% | +180.3% | -140.8% | +20.9% |
| 3Y | +54.3% | +188.3% | -134.0% | +30.3% |
| 5Y | +39.6% | -72.5% | +112.1% | +47.6% |
| 10Y | +288.9% | +236.7% | +52.2% | +169.0% |
| All | +413.7% | +340.1% | +73.6% | +233.0% |
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