+39.3%
UNP vs ROL
+15.9%
+23.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -0.9% | +2.9% | -3.8% | -1.7% |
| 30D | +8.0% | +20.1% | -12.1% | +2.8% |
| 3M | +3.3% | +3.2% | +0.1% | +2.2% |
| 6M | +14.7% | -28.0% | +42.7% | +25.2% |
| YTD | +31.9% | -35.3% | +67.2% | +48.1% |
| 1Y | +37.1% | -33.6% | +70.8% | +52.7% |
| 3Y | +51.9% | +3.8% | +48.1% | +45.2% |
| 5Y | +39.3% | +14.4% | +24.9% | +28.1% |
| All | +39.3% | +15.9% | +23.4% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling