+9,728.0%
UNP vs ROST
+73,551.8%
-63,823.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -2.1% | -1.8% | -0.3% | -1.7% |
| 30D | +7.3% | +6.8% | +0.5% | +5.9% |
| 3M | +3.6% | -4.0% | +7.6% | +4.3% |
| 6M | +15.8% | +12.9% | +3.0% | +12.6% |
| YTD | +32.6% | +34.7% | -2.2% | +24.2% |
| 1Y | +37.2% | +49.5% | -12.3% | +25.9% |
| 3Y | +52.6% | +101.5% | -48.9% | +31.0% |
| 5Y | +40.6% | +120.7% | -80.1% | +16.4% |
| 10Y | +288.4% | +317.8% | -29.4% | +183.1% |
| All | +9,728.0% | +73,551.8% | -63,823.8% | +3,706.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling