+31.9%
BABA vs UNP
+52.0%
-20.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.8% |
| 7D | +2.4% | -0.9% | +3.3% | +2.5% |
| 30D | -7.8% | +8.0% | -15.8% | -9.5% |
| 3M | -22.4% | +3.3% | -25.7% | -23.1% |
| 6M | -26.0% | +14.7% | -40.7% | -29.3% |
| YTD | -29.3% | +31.9% | -61.2% | -36.0% |
| 1Y | -37.5% | +37.1% | -74.6% | -44.4% |
| 3Y | +31.9% | +51.9% | -19.9% | +9.4% |
| All | +31.9% | +52.0% | -20.1% | +9.4% |
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