+277.6%
UNP vs RRX
+228.4%
+49.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -1.7% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | -2.7% | -6.1% | +3.4% | -0.8% |
| 3M | +6.5% | -23.1% | +29.6% | +14.3% |
| 6M | +14.4% | -19.5% | +33.9% | +18.7% |
| YTD | +24.8% | +16.1% | +8.7% | +11.6% |
| 1Y | +34.4% | +12.9% | +21.5% | +20.2% |
| 3Y | +43.6% | +7.9% | +35.6% | +22.7% |
| 5Y | +53.2% | +19.1% | +34.1% | +18.6% |
| All | +277.6% | +228.4% | +49.2% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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