+35.6%
UNP vs ROIV
+378.2%
-342.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -2.9% |
| 7D | -4.6% | +5.3% | -9.9% | -4.8% |
| 30D | +5.6% | +11.9% | -6.2% | +5.1% |
| 3M | -1.3% | +10.7% | -12.0% | -1.9% |
| 6M | +9.2% | +34.9% | -25.7% | +7.4% |
| YTD | +27.3% | +79.2% | -51.8% | +23.2% |
| 1Y | +35.9% | +89.0% | -53.1% | +31.0% |
| 3Y | +45.5% | +337.3% | -291.9% | +34.2% |
| All | +35.6% | +378.2% | -342.6% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling