-20.4%
BA vs UNP
+40.3%
-60.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.4% |
| 7D | -1.4% | -2.1% | +0.7% | -0.5% |
| 30D | -7.9% | +7.3% | -15.2% | -11.0% |
| 3M | -25.2% | +3.6% | -28.8% | -26.7% |
| 6M | -26.7% | +15.8% | -42.6% | -32.6% |
| YTD | -19.6% | +32.6% | -52.2% | -31.6% |
| 1Y | -10.6% | +37.2% | -47.8% | -25.4% |
| 3Y | -11.2% | +52.6% | -63.9% | -32.1% |
| 5Y | -20.4% | +40.6% | -61.0% | -39.8% |
| All | -20.4% | +40.3% | -60.8% | -39.8% |
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