+9,321.7%
UNP vs ROL
+9,030.3%
+291.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -5.3% | -1.4% | -3.9% | -4.9% |
| 30D | -1.5% | -4.1% | +2.5% | -0.3% |
| 3M | +10.3% | -22.5% | +32.8% | +18.9% |
| 6M | +9.7% | -37.7% | +47.3% | +26.7% |
| YTD | +27.1% | -39.6% | +66.7% | +47.8% |
| 1Y | +32.6% | -36.0% | +68.6% | +51.0% |
| 3Y | +40.0% | -5.1% | +45.1% | +38.7% |
| 5Y | +50.8% | -3.4% | +54.2% | +46.2% |
| 10Y | +278.6% | +215.2% | +63.4% | +146.4% |
| All | +9,321.7% | +9,030.3% | +291.4% | +2,405.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling