+287.5%
UNP vs ROL
+208.9%
+78.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.5% |
| 7D | -0.7% | -3.4% | +2.7% | +0.5% |
| 30D | -1.1% | -6.9% | +5.8% | +1.3% |
| 3M | +7.9% | -24.6% | +32.5% | +18.5% |
| 6M | +14.6% | -39.5% | +54.2% | +36.3% |
| YTD | +26.6% | -41.1% | +67.7% | +51.4% |
| 1Y | +35.6% | -37.9% | +73.5% | +58.5% |
| 3Y | +45.5% | +0.8% | +44.7% | +38.9% |
| 5Y | +50.0% | -4.7% | +54.7% | +43.2% |
| All | +287.5% | +208.9% | +78.6% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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