+9,728.0%
UNP vs ROL
+9,745.6%
-17.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.1% | +0.8% | -2.8% | -2.3% |
| 30D | +7.3% | +20.6% | -13.3% | +1.0% |
| 3M | +3.6% | +4.5% | -0.9% | +1.8% |
| 6M | +15.8% | -26.5% | +42.4% | +26.6% |
| YTD | +32.6% | -34.8% | +67.4% | +50.1% |
| 1Y | +37.2% | -33.2% | +70.4% | +54.1% |
| 3Y | +52.6% | +4.5% | +48.1% | +46.7% |
| 5Y | +40.6% | +15.5% | +25.0% | +28.7% |
| 10Y | +288.4% | +217.2% | +71.2% | +151.6% |
| All | +9,728.0% | +9,745.6% | -17.6% | +2,444.1% |
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 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