+282.5%
UNP vs RRC
+4.5%
+278.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -1.7% | -1.7% | 0.0% | -1.5% |
| 30D | -2.1% | +3.6% | -5.7% | -2.5% |
| 3M | +5.4% | +8.8% | -3.4% | +4.3% |
| 6M | +13.4% | +0.8% | +12.6% | +12.9% |
| YTD | +25.0% | +19.0% | +6.0% | +21.9% |
| 1Y | +34.6% | +22.9% | +11.7% | +30.5% |
| 3Y | +43.6% | +32.3% | +11.3% | +36.5% |
| 5Y | +51.7% | +151.6% | -99.8% | +29.9% |
| 10Y | +282.5% | +5.5% | +277.0% | +214.1% |
| All | +282.5% | +4.5% | +278.0% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling