+279.5%
UNP vs ROK
+350.4%
-71.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | -1.2% | -1.6% | +0.4% | -0.5% |
| 30D | -2.0% | -5.4% | +3.5% | +0.4% |
| 3M | +7.5% | -4.0% | +11.5% | +8.6% |
| 6M | +15.3% | +13.3% | +2.0% | +7.2% |
| YTD | +25.4% | +9.3% | +16.1% | +17.9% |
| 1Y | +35.6% | +25.8% | +9.8% | +18.9% |
| 3Y | +44.1% | +49.1% | -5.0% | +11.4% |
| 5Y | +54.0% | +45.9% | +8.1% | +15.8% |
| All | +279.5% | +350.4% | -71.0% | +53.5% |
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