-0.9%
BA vs UNP
+51.0%
-51.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +1.2% | -5.3% | +6.5% | +3.8% |
| 30D | -11.6% | -1.5% | -10.1% | -11.1% |
| 3M | -2.4% | +10.3% | -12.6% | -7.5% |
| 6M | -6.6% | +9.7% | -16.3% | -11.7% |
| YTD | -2.2% | +27.1% | -29.3% | -14.7% |
| 1Y | -8.0% | +32.6% | -40.6% | -21.8% |
| 3Y | -5.0% | +40.0% | -45.0% | -23.3% |
| All | -0.9% | +51.0% | -51.9% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling