+282.5%
UNP vs ROP
+132.1%
+150.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -0.6% |
| 7D | -1.7% | -6.1% | +4.4% | +1.6% |
| 30D | -2.1% | -3.4% | +1.2% | -0.5% |
| 3M | +5.4% | +16.7% | -11.2% | -4.0% |
| 6M | +13.4% | +8.1% | +5.3% | +7.1% |
| YTD | +25.0% | -11.7% | +36.6% | +31.4% |
| 1Y | +34.6% | -24.2% | +58.8% | +54.8% |
| 3Y | +43.6% | -19.0% | +62.6% | +55.8% |
| 5Y | +51.7% | -15.9% | +67.6% | +57.9% |
| 10Y | +282.5% | +135.7% | +146.8% | +104.9% |
| All | +282.5% | +132.1% | +150.4% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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