+81.2%
UNP vs RVMD
+634.9%
-553.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -0.7% | -1.2% | +0.5% | -0.7% |
| 30D | -1.1% | +1.1% | -2.2% | -1.3% |
| 3M | +7.9% | +39.6% | -31.8% | +5.1% |
| 6M | +14.6% | +110.7% | -96.1% | +7.3% |
| YTD | +26.6% | +160.3% | -133.7% | +15.7% |
| 1Y | +35.6% | +404.9% | -369.4% | +16.5% |
| 3Y | +45.5% | +545.5% | -500.0% | +19.7% |
| 5Y | +50.0% | +584.7% | -534.7% | +18.5% |
| All | +81.2% | +634.9% | -553.8% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling