+279.5%
UNP vs ROST
+308.3%
-28.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -1.2% | -2.5% | +1.3% | -0.3% |
| 30D | -2.0% | -10.3% | +8.3% | +1.7% |
| 3M | +7.5% | -2.6% | +10.1% | +7.9% |
| 6M | +15.3% | +6.5% | +8.8% | +11.6% |
| YTD | +25.4% | +25.9% | -0.5% | +13.8% |
| 1Y | +35.6% | +52.3% | -16.7% | +14.5% |
| 3Y | +44.1% | +94.6% | -50.4% | +9.1% |
| 5Y | +54.0% | +111.1% | -57.1% | +8.7% |
| All | +279.5% | +308.3% | -28.9% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ROST 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling