+34.6%
UNP vs RVTY
+43.7%
-9.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -1.1% |
| 7D | -1.7% | -5.4% | +3.7% | -1.3% |
| 30D | -2.1% | +6.7% | -8.9% | -2.6% |
| 3M | +5.4% | +19.0% | -13.6% | +4.1% |
| 6M | +13.4% | +34.6% | -21.3% | +10.3% |
| YTD | +25.0% | +28.3% | -3.3% | +22.3% |
| 1Y | +34.6% | +46.0% | -11.5% | +29.6% |
| All | +34.6% | +43.7% | -9.1% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling