+278.9%
UNP vs ROK
+264.0%
+14.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | +4.2% | +7.1% | -2.8% | +1.2% |
| 30D | +5.6% | -5.0% | +10.5% | +7.2% |
| 3M | +2.0% | -9.4% | +11.4% | +5.5% |
| 6M | +15.4% | -11.0% | +26.4% | +19.1% |
| YTD | +32.7% | +4.4% | +28.3% | +26.1% |
| 1Y | +39.4% | +7.4% | +32.0% | +30.6% |
| 3Y | +54.3% | +61.0% | -6.7% | +13.4% |
| 5Y | +39.6% | +30.4% | +9.3% | +10.7% |
| All | +278.9% | +264.0% | +14.9% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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