+271.8%
UNP vs RY
+371.6%
-99.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | -0.7% | +2.7% | -3.5% | -2.6% |
| 30D | -1.1% | -1.0% | -0.2% | -0.6% |
| 3M | +7.9% | +7.6% | +0.2% | +1.8% |
| 6M | +14.6% | +29.5% | -14.8% | -5.4% |
| YTD | +26.6% | +24.2% | +2.4% | +7.5% |
| 1Y | +35.6% | +46.4% | -10.8% | +2.1% |
| 3Y | +45.5% | +159.4% | -113.9% | -29.7% |
| 5Y | +50.0% | +141.8% | -91.9% | -24.8% |
| 10Y | +271.8% | +373.9% | -102.1% | +13.0% |
| All | +271.8% | +371.6% | -99.8% | +13.0% |
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