+309.3%
UNP vs RUN
-33.9%
+343.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +4.2% | -13.5% | +17.8% | +5.3% |
| 30D | +5.6% | +18.3% | -12.7% | +4.0% |
| 3M | +2.0% | -12.5% | +14.5% | +2.5% |
| 6M | +15.4% | -40.3% | +55.7% | +18.7% |
| YTD | +32.7% | -53.1% | +85.8% | +37.2% |
| 1Y | +39.4% | -54.3% | +93.7% | +44.2% |
| 3Y | +54.3% | -6.5% | +60.8% | +35.8% |
| 5Y | +39.6% | -85.3% | +124.9% | +39.2% |
| 10Y | +288.9% | +68.9% | +220.0% | +185.8% |
| All | +309.3% | -33.9% | +343.2% | +208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling