+51.7%
UNP vs RUN
-80.3%
+132.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.1% |
| 7D | -1.7% | -1.8% | +0.1% | -1.6% |
| 30D | -2.1% | -10.8% | +8.7% | -1.6% |
| 3M | +5.4% | -30.2% | +35.6% | +7.1% |
| 6M | +13.4% | -22.3% | +35.7% | +14.0% |
| YTD | +25.0% | -52.2% | +77.1% | +28.1% |
| 1Y | +34.6% | -45.1% | +79.7% | +36.2% |
| 3Y | +43.6% | -37.1% | +80.7% | +33.6% |
| 5Y | +51.7% | -80.3% | +132.0% | +46.3% |
| All | +51.7% | -80.3% | +132.0% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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