+37.1%
UNP vs ROP
+7.7%
+29.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | +8.0% | +30.3% | -22.3% | +4.5% |
| 3M | +3.3% | +17.8% | -14.4% | +1.0% |
| 6M | +14.7% | +38.9% | -24.2% | +10.0% |
| YTD | +31.9% | +7.6% | +24.3% | +30.2% |
| 1Y | +37.1% | +6.5% | +30.6% | +36.0% |
| All | +37.1% | +7.7% | +29.5% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling