-10.6%
BA vs UNP
+44.1%
-54.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +2.0% |
| 7D | +5.9% | +3.6% | +2.3% | +5.7% |
| 30D | -8.2% | +11.4% | -19.5% | -8.9% |
| 3M | -25.4% | +4.6% | -30.0% | -25.5% |
| 6M | -20.0% | +18.3% | -38.3% | -22.1% |
| YTD | -18.5% | +35.4% | -53.9% | -22.2% |
| 1Y | -10.6% | +42.6% | -53.2% | -16.7% |
| All | -10.6% | +44.1% | -54.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 1y: compounded portfolio wealth divided by compounded UNP 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…
1y analysis · Full analysis span regression · 6 months rolling