+28.2%
BABA vs UNP
+243.6%
-215.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -4.8% | -5.3% | +0.6% | -2.9% |
| 30D | -11.9% | -1.5% | -10.3% | -11.5% |
| 3M | -9.3% | +10.3% | -19.5% | -12.9% |
| 6M | -14.2% | +9.7% | -23.9% | -17.8% |
| YTD | -22.0% | +27.1% | -49.1% | -29.4% |
| 1Y | -12.7% | +32.6% | -45.3% | -22.4% |
| 3Y | +26.7% | +40.0% | -13.3% | +9.1% |
| 5Y | -29.3% | +50.8% | -80.2% | -41.6% |
| 10Y | +21.2% | +278.6% | -257.4% | -31.6% |
| All | +28.2% | +243.6% | -215.4% | -26.6% |
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