+94.2%
UNP vs RPRX
+66.6%
+27.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -5.3% | +5.1% | -10.5% | -6.2% |
| 30D | -1.5% | +11.2% | -12.7% | -3.4% |
| 3M | +10.3% | +16.7% | -6.5% | +7.1% |
| 6M | +9.7% | +36.0% | -26.3% | +3.6% |
| YTD | +27.1% | +67.8% | -40.7% | +15.6% |
| 1Y | +32.6% | +76.7% | -44.1% | +19.2% |
| 3Y | +40.0% | +128.1% | -88.1% | +19.0% |
| 5Y | +50.8% | +82.9% | -32.0% | +33.6% |
| All | +94.2% | +66.6% | +27.6% | +70.5% |
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