+282.5%
UNP vs RVTY
+134.6%
+148.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -0.5% |
| 7D | -1.7% | -5.4% | +3.7% | -0.1% |
| 30D | -2.1% | +6.7% | -8.9% | -4.2% |
| 3M | +5.4% | +19.0% | -13.6% | -0.5% |
| 6M | +13.4% | +34.6% | -21.3% | +1.9% |
| YTD | +25.0% | +28.3% | -3.3% | +13.4% |
| 1Y | +34.6% | +46.0% | -11.5% | +16.2% |
| 3Y | +43.6% | +16.9% | +26.7% | +29.0% |
| 5Y | +51.7% | -32.9% | +84.6% | +64.2% |
| 10Y | +282.5% | +141.6% | +140.9% | +129.8% |
| All | +282.5% | +134.6% | +148.0% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling