+50.0%
UNP vs RRC
+153.5%
-103.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -0.7% | -1.2% | +0.5% | -0.6% |
| 30D | -1.1% | +9.4% | -10.6% | -2.1% |
| 3M | +7.9% | +7.4% | +0.5% | +6.9% |
| 6M | +14.6% | +1.5% | +13.2% | +14.1% |
| YTD | +26.6% | +19.4% | +7.2% | +23.5% |
| 1Y | +35.6% | +24.2% | +11.3% | +31.4% |
| 3Y | +45.5% | +32.8% | +12.7% | +38.2% |
| 5Y | +50.0% | +152.9% | -102.9% | +32.8% |
| All | +50.0% | +153.5% | -103.5% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling