+284.1%
UNP vs RVTY
+212.9%
+71.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -0.9% | -2.7% | +1.8% | -0.2% |
| 30D | +8.0% | +3.2% | +4.8% | +6.6% |
| 3M | +3.3% | +37.2% | -33.8% | -6.8% |
| 6M | +14.7% | +57.7% | -43.0% | -1.5% |
| YTD | +31.9% | +64.8% | -32.9% | +10.3% |
| 1Y | +37.1% | +72.8% | -35.7% | +12.6% |
| 3Y | +51.9% | +89.8% | -37.9% | +16.2% |
| 5Y | +39.3% | -8.4% | +47.8% | +35.5% |
| 10Y | +284.1% | +219.5% | +64.6% | +119.9% |
| All | +284.1% | +212.9% | +71.2% | +119.9% |
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