-11.8%
BA vs UNP
+52.0%
-63.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | 0.0% | -0.9% | +1.0% | +0.3% |
| 30D | -8.9% | +8.0% | -16.9% | -11.3% |
| 3M | -25.5% | +3.3% | -28.9% | -26.5% |
| 6M | -27.0% | +14.7% | -41.7% | -31.2% |
| YTD | -20.1% | +31.9% | -52.1% | -29.5% |
| 1Y | -11.0% | +37.1% | -48.1% | -22.9% |
| 3Y | -11.8% | +51.9% | -63.7% | -25.6% |
| All | -11.8% | +52.0% | -63.9% | -25.6% |
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