+21.9%
BABA vs UNP
+53.1%
-31.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -13.8% | +4.2% | -18.0% | -14.6% |
| 30D | -15.1% | +5.6% | -20.7% | -16.3% |
| 3M | -22.7% | +2.0% | -24.8% | -23.2% |
| 6M | -34.7% | +15.4% | -50.1% | -37.6% |
| YTD | -35.0% | +32.7% | -67.7% | -41.3% |
| 1Y | -40.4% | +39.4% | -79.8% | -47.2% |
| 3Y | +21.9% | +54.3% | -32.4% | -0.1% |
| All | +21.9% | +53.1% | -31.1% | -0.1% |
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