+40.2%
UNP vs RVMD
+425.4%
-385.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | +4.2% | -10.4% | +14.6% | +4.8% |
| 30D | +5.6% | -11.0% | +16.6% | +6.1% |
| 3M | +2.0% | -14.7% | +16.7% | +2.7% |
| 6M | +15.4% | +14.9% | +0.5% | +14.1% |
| YTD | +32.7% | +116.3% | -83.6% | +24.8% |
| 1Y | +39.4% | +167.6% | -128.2% | +29.0% |
| 3Y | +54.3% | +776.8% | -722.5% | +30.5% |
| All | +40.2% | +425.4% | -385.2% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling