+52.2%
UNP vs RY
+140.8%
-88.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -5.3% | +3.1% | -8.5% | -6.9% |
| 30D | -1.5% | -0.3% | -1.2% | -1.5% |
| 3M | +10.3% | +8.7% | +1.6% | +4.8% |
| 6M | +9.7% | +28.5% | -18.9% | -5.5% |
| YTD | +27.1% | +25.1% | +2.0% | +11.1% |
| 1Y | +32.6% | +46.3% | -13.7% | +5.7% |
| 3Y | +40.0% | +154.9% | -114.9% | -21.2% |
| All | +52.2% | +140.8% | -88.6% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling