+50.0%
UNP vs RVTY
-32.1%
+82.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -1.1% | +10.8% | -12.0% | -3.4% |
| 3M | +7.9% | +26.8% | -18.9% | +2.1% |
| 6M | +14.6% | +39.3% | -24.7% | +5.4% |
| YTD | +26.6% | +31.6% | -5.0% | +17.6% |
| 1Y | +35.6% | +47.7% | -12.1% | +21.7% |
| 3Y | +45.5% | +19.9% | +25.6% | +34.7% |
| 5Y | +50.0% | -32.3% | +82.3% | +55.9% |
| All | +50.0% | -32.1% | +82.1% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling