+9,321.7%
UNP vs RRC
+1,202.2%
+8,119.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | -5.3% | +1.3% | -6.7% | -5.5% |
| 30D | -1.5% | +10.1% | -11.7% | -2.4% |
| 3M | +10.3% | +4.0% | +6.3% | +9.7% |
| 6M | +9.7% | +1.6% | +8.1% | +9.2% |
| YTD | +27.1% | +19.7% | +7.4% | +24.6% |
| 1Y | +32.6% | +21.4% | +11.2% | +29.6% |
| 3Y | +40.0% | +29.7% | +10.3% | +34.7% |
| 5Y | +50.8% | +153.9% | -103.0% | +33.5% |
| 10Y | +278.6% | +10.8% | +267.8% | +227.4% |
| All | +9,321.7% | +1,202.2% | +8,119.5% | +7,091.4% |
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