+7,140.8%
UNP vs ROP
+25,523.2%
-18,382.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +1.2% |
| 7D | -5.3% | -4.4% | -0.9% | -4.1% |
| 30D | -1.5% | +3.2% | -4.8% | -2.5% |
| 3M | +10.3% | +23.1% | -12.8% | +3.5% |
| 6M | +9.7% | +13.3% | -3.6% | +5.1% |
| YTD | +27.1% | -7.9% | +34.9% | +28.7% |
| 1Y | +32.6% | -22.1% | +54.6% | +40.8% |
| 3Y | +40.0% | -16.8% | +56.8% | +45.4% |
| 5Y | +50.8% | -13.5% | +64.4% | +54.3% |
| 10Y | +278.6% | +137.7% | +140.9% | +197.7% |
| All | +7,140.8% | +25,523.2% | -18,382.4% | +3,173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling