+34.6%
UNP vs ROL
-38.8%
+73.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -1.7% | -3.3% | +1.6% | -1.2% |
| 30D | -2.1% | -7.2% | +5.1% | -0.9% |
| 3M | +5.4% | -27.0% | +32.4% | +11.9% |
| 6M | +13.4% | -39.5% | +52.9% | +26.2% |
| YTD | +25.0% | -41.8% | +66.8% | +39.0% |
| 1Y | +34.6% | -38.9% | +73.4% | +48.4% |
| All | +34.6% | -38.8% | +73.4% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling