+6.8%
BABA vs UNP
+260.9%
-254.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.7% | -7.3% |
| 7D | -12.7% | +2.1% | -14.8% | -13.4% |
| 30D | -14.9% | +7.7% | -22.6% | -17.3% |
| 3M | -24.6% | +4.0% | -28.7% | -26.0% |
| 6M | -29.3% | +15.7% | -45.0% | -33.6% |
| YTD | -35.0% | +33.5% | -68.5% | -42.4% |
| 1Y | -39.7% | +38.9% | -78.6% | -47.4% |
| 3Y | +21.2% | +53.7% | -32.5% | +0.7% |
| 5Y | -39.9% | +40.4% | -80.3% | -49.0% |
| 10Y | +7.8% | +291.1% | -283.3% | -39.9% |
| All | +6.8% | +260.9% | -254.1% | -40.1% |
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 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