+9,283.7%
UNP vs RRX
+3,925.9%
+5,357.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -0.7% | +4.3% | -5.0% | -2.0% |
| 30D | -1.1% | -8.0% | +6.9% | +1.2% |
| 3M | +7.9% | -22.0% | +29.9% | +14.3% |
| 6M | +14.6% | -11.9% | +26.5% | +15.4% |
| YTD | +26.6% | +17.1% | +9.5% | +16.1% |
| 1Y | +35.6% | +14.9% | +20.7% | +24.1% |
| 3Y | +45.5% | +6.9% | +38.6% | +29.9% |
| 5Y | +50.0% | +19.6% | +30.4% | +25.9% |
| 10Y | +271.8% | +215.9% | +55.9% | +127.6% |
| All | +9,283.7% | +3,925.9% | +5,357.8% | +3,819.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling