+1,470.1%
BA vs UNP
+9,708.2%
-8,238.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.8% |
| 7D | +1.1% | -4.6% | +5.6% | +3.4% |
| 30D | -7.9% | +5.6% | -13.6% | -10.5% |
| 3M | -25.3% | -1.3% | -24.0% | -25.2% |
| 6M | -24.6% | +9.2% | -33.8% | -28.6% |
| YTD | -20.1% | +27.3% | -47.5% | -30.2% |
| 1Y | -11.8% | +35.9% | -47.7% | -25.4% |
| 3Y | -10.1% | +45.5% | -55.6% | -27.4% |
| 5Y | -22.7% | +36.0% | -58.7% | -36.0% |
| 10Y | +35.1% | +307.2% | -272.1% | -29.1% |
| All | +1,470.1% | +9,708.2% | -8,238.1% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling