+292.0%
UNP vs RUN
-31.9%
+323.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -5.3% | +1.3% | -6.6% | -5.5% |
| 30D | -1.5% | -15.3% | +13.7% | -0.5% |
| 3M | +10.3% | -40.0% | +50.3% | +14.0% |
| 6M | +9.7% | -27.0% | +36.6% | +11.2% |
| YTD | +27.1% | -51.7% | +78.8% | +31.7% |
| 1Y | +32.6% | -45.9% | +78.5% | +35.1% |
| 3Y | +40.0% | -43.8% | +83.8% | +29.3% |
| 5Y | +50.8% | -80.5% | +131.3% | +46.1% |
| 10Y | +278.6% | +45.3% | +233.4% | +180.2% |
| All | +292.0% | -31.9% | +323.9% | +196.0% |
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