+9,163.0%
UNP vs ROK
+15,563.1%
-6,400.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -2.1% | -1.8% | -0.3% | -1.5% |
| 3M | +5.4% | -7.2% | +12.6% | +7.8% |
| 6M | +13.4% | +14.2% | -0.8% | +6.4% |
| YTD | +25.0% | +10.6% | +14.4% | +18.3% |
| 1Y | +34.6% | +25.9% | +8.7% | +20.8% |
| 3Y | +43.6% | +50.8% | -7.1% | +16.1% |
| 5Y | +51.7% | +47.0% | +4.7% | +20.4% |
| 10Y | +282.5% | +354.9% | -72.4% | +93.9% |
| All | +9,163.0% | +15,563.1% | -6,400.1% | +1,459.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling