+104.0%
UNP vs RPRX
+79.7%
+24.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | +2.1% | +2.1% | 0.0% | +1.7% |
| 30D | +7.7% | +21.9% | -14.2% | +4.0% |
| 3M | +4.0% | +16.9% | -12.9% | +1.1% |
| 6M | +15.7% | +34.5% | -18.9% | +9.4% |
| YTD | +33.5% | +80.9% | -47.5% | +19.7% |
| 1Y | +38.9% | +77.6% | -38.6% | +25.0% |
| 3Y | +53.7% | +173.5% | -119.9% | +26.3% |
| 5Y | +40.4% | +84.9% | -44.5% | +23.7% |
| All | +104.0% | +79.7% | +24.3% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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