+298.3%
UNP vs RY
+360.6%
-62.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -1.7% |
| 7D | -4.6% | -0.9% | -3.7% | -3.9% |
| 30D | +5.6% | +5.9% | -0.2% | +1.5% |
| 3M | -1.3% | -4.3% | +3.0% | +1.4% |
| 6M | +9.2% | +12.1% | -2.9% | -0.1% |
| YTD | +27.3% | +20.3% | +7.1% | +10.4% |
| 1Y | +35.9% | +41.0% | -5.1% | +5.0% |
| 3Y | +45.5% | +157.5% | -112.1% | -29.3% |
| 5Y | +36.0% | +123.2% | -87.2% | -27.5% |
| All | +298.3% | +360.6% | -62.3% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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