+4,738.3%
UNP vs RY
+11,121.0%
-6,382.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.0% |
| 7D | -4.6% | -0.9% | -3.7% | -4.1% |
| 30D | +5.6% | +5.9% | -0.2% | +2.6% |
| 3M | -1.3% | -4.3% | +3.0% | +0.7% |
| 6M | +9.2% | +12.1% | -2.9% | +2.6% |
| YTD | +27.3% | +20.3% | +7.1% | +15.2% |
| 1Y | +35.9% | +41.0% | -5.1% | +13.4% |
| 3Y | +45.5% | +157.5% | -112.1% | -11.2% |
| 5Y | +36.0% | +123.2% | -87.2% | -11.2% |
| 10Y | +307.2% | +365.7% | -58.5% | +87.4% |
| All | +4,738.3% | +11,121.0% | -6,382.8% | +734.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling