+44.3%
UNP vs RVMD
+536.1%
-491.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | -1.2% | -3.6% | +2.4% | -1.0% |
| 30D | -2.0% | -1.1% | -0.9% | -1.9% |
| 3M | +7.5% | +41.0% | -33.5% | +5.6% |
| 6M | +15.3% | +105.7% | -90.4% | +10.2% |
| YTD | +25.4% | +155.3% | -129.9% | +17.5% |
| 1Y | +35.6% | +402.7% | -367.1% | +19.1% |
| All | +44.3% | +536.1% | -491.8% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3y: compounded portfolio wealth divided by compounded RVMD 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…
3y analysis · Full analysis span regression · 6 months rolling