-4.6%
BA vs UNP
+41.0%
-45.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +1.2% | -5.3% | +6.5% | +3.1% |
| 30D | -11.6% | -1.5% | -10.1% | -11.2% |
| 3M | -2.4% | +10.3% | -12.6% | -6.4% |
| 6M | -6.6% | +9.7% | -16.3% | -10.7% |
| YTD | -2.2% | +27.1% | -29.3% | -12.5% |
| 1Y | -8.0% | +32.6% | -40.6% | -19.4% |
| All | -4.6% | +41.0% | -45.6% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling