+50.0%
UNP vs ROST
+111.1%
-61.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.7% | +0.2% | -1.0% | -0.8% |
| 30D | -1.1% | -10.0% | +8.8% | +1.1% |
| 3M | +7.9% | +1.2% | +6.6% | +7.1% |
| 6M | +14.6% | +8.9% | +5.7% | +11.6% |
| YTD | +26.6% | +28.1% | -1.5% | +18.2% |
| 1Y | +35.6% | +53.0% | -17.4% | +21.0% |
| 3Y | +45.5% | +97.9% | -52.4% | +20.8% |
| 5Y | +50.0% | +112.0% | -62.0% | +21.0% |
| All | +50.0% | +111.1% | -61.1% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling