+66.3%
UNP vs ROIV
+292.3%
-226.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.2% |
| 7D | -0.9% | +14.3% | -15.2% | -1.5% |
| 30D | +8.0% | +16.2% | -8.2% | +7.3% |
| 3M | +3.3% | +15.1% | -11.8% | +2.6% |
| 6M | +14.7% | +44.2% | -29.5% | +12.6% |
| YTD | +31.9% | +89.8% | -57.9% | +27.6% |
| 1Y | +37.1% | +94.6% | -57.5% | +32.5% |
| 3Y | +51.9% | +367.5% | -315.7% | +40.7% |
| 5Y | +39.3% | +421.4% | -382.1% | +24.5% |
| All | +66.3% | +292.3% | -226.0% | +50.2% |
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