+4,487.2%
UNP vs RSG
+2,005.0%
+2,482.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | -1.1% | +3.3% | -4.4% | -2.2% |
| 3M | +7.9% | +8.5% | -0.6% | +4.9% |
| 6M | +14.6% | -3.5% | +18.2% | +15.7% |
| YTD | +26.6% | +5.5% | +21.1% | +24.1% |
| 1Y | +35.6% | -1.7% | +37.3% | +35.8% |
| 3Y | +45.5% | +56.9% | -11.4% | +24.7% |
| 5Y | +50.0% | +89.4% | -39.4% | +20.8% |
| 10Y | +271.8% | +412.5% | -140.7% | +126.8% |
| All | +4,487.2% | +2,005.0% | +2,482.3% | +1,808.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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