+9,562.1%
UNP vs RRC
+1,418.2%
+8,143.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -3.3% | -10.3% | +7.1% | -2.3% |
| 30D | +6.7% | +19.5% | -12.8% | +4.8% |
| 3M | +1.8% | +27.9% | -26.1% | -0.7% |
| 6M | +13.3% | +21.2% | -7.8% | +11.0% |
| YTD | +30.3% | +39.6% | -9.2% | +25.7% |
| 1Y | +36.9% | +31.3% | +5.7% | +32.8% |
| 3Y | +50.9% | +51.9% | -1.0% | +43.1% |
| 5Y | +37.9% | +110.2% | -72.2% | +24.2% |
| 10Y | +293.8% | +56.7% | +237.1% | +230.1% |
| All | +9,562.1% | +1,418.2% | +8,143.9% | +7,158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling