+54.1%
UNP vs ROIV
+384.4%
-330.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -2.1% | +9.5% | -11.5% | -2.8% |
| 30D | +7.3% | +21.0% | -13.7% | +5.6% |
| 3M | +3.6% | +18.7% | -15.1% | +1.9% |
| 6M | +15.8% | +44.5% | -28.7% | +11.4% |
| YTD | +32.6% | +92.9% | -60.3% | +21.9% |
| 1Y | +37.2% | +100.2% | -63.0% | +25.1% |
| All | +54.1% | +384.4% | -330.2% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling