+64.3%
UNP vs ROIV
+287.3%
-223.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.2% | +2.2% |
| 7D | -3.3% | +13.3% | -16.6% | -3.8% |
| 30D | +6.7% | +14.8% | -8.0% | +6.1% |
| 3M | +1.8% | +11.9% | -10.1% | +1.2% |
| 6M | +13.3% | +42.4% | -29.1% | +11.3% |
| YTD | +30.3% | +87.4% | -57.1% | +26.2% |
| 1Y | +36.9% | +97.2% | -60.3% | +32.2% |
| 3Y | +50.9% | +375.7% | -324.7% | +39.8% |
| 5Y | +37.9% | +379.0% | -341.1% | +23.4% |
| All | +64.3% | +287.3% | -223.0% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling