+9,321.7%
UNP vs RVTY
+2,416.7%
+6,905.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -5.3% | +1.1% | -6.5% | -5.6% |
| 30D | -1.5% | +13.2% | -14.8% | -4.3% |
| 3M | +10.3% | +27.2% | -17.0% | +4.2% |
| 6M | +9.7% | +32.4% | -22.7% | +2.1% |
| YTD | +27.1% | +34.9% | -7.8% | +17.5% |
| 1Y | +32.6% | +52.4% | -19.8% | +18.8% |
| 3Y | +40.0% | +12.3% | +27.7% | +31.6% |
| 5Y | +50.8% | -30.8% | +81.7% | +55.4% |
| 10Y | +278.6% | +150.7% | +127.9% | +192.8% |
| All | +9,321.7% | +2,416.7% | +6,905.0% | +4,164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling