-12.3%
BA vs UNP
+38.2%
-50.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -0.6% | +2.1% | -2.6% | -0.7% |
| 30D | -8.0% | +7.7% | -15.7% | -8.5% |
| 3M | -25.8% | +4.0% | -29.8% | -25.9% |
| 6M | -27.6% | +15.7% | -43.2% | -29.2% |
| YTD | -21.0% | +33.5% | -54.5% | -24.6% |
| 1Y | -12.3% | +38.9% | -51.2% | -19.1% |
| All | -12.3% | +38.2% | -50.4% | -19.1% |
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