+54.0%
UNP vs RRX
+14.8%
+39.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.8% |
| 7D | -1.2% | -3.7% | +2.6% | -0.3% |
| 30D | -2.0% | -9.3% | +7.3% | +0.1% |
| 3M | +7.5% | -21.8% | +29.3% | +12.1% |
| 6M | +15.3% | -22.0% | +37.3% | +19.1% |
| YTD | +25.4% | +11.9% | +13.5% | +17.3% |
| 1Y | +35.6% | +11.6% | +24.0% | +26.1% |
| 3Y | +44.1% | +2.2% | +42.0% | +33.5% |
| 5Y | +54.0% | +14.9% | +39.1% | +34.7% |
| All | +54.0% | +14.8% | +39.2% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling