-35.3%
BABA vs UNP
+44.1%
-79.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.9% |
| 7D | +4.3% | +3.6% | +0.7% | +4.4% |
| 30D | -5.0% | +11.4% | -16.3% | -4.6% |
| 3M | -18.4% | +4.6% | -23.0% | -18.0% |
| 6M | -20.3% | +18.3% | -38.6% | -20.7% |
| YTD | -27.5% | +35.4% | -62.9% | -30.3% |
| 1Y | -35.3% | +42.6% | -77.9% | -33.7% |
| All | -35.3% | +44.1% | -79.4% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling