-12.8%
BKNG vs UNP
+32.8%
-45.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -6.0% | -5.3% | -0.7% | -5.6% |
| 30D | -6.6% | -1.5% | -5.1% | -6.4% |
| 3M | +15.7% | +10.3% | +5.4% | +13.8% |
| 6M | +14.1% | +9.7% | +4.5% | +12.0% |
| YTD | -9.3% | +27.1% | -36.4% | -14.4% |
| 1Y | -12.8% | +32.6% | -45.3% | -19.0% |
| All | -12.8% | +32.8% | -45.6% | -19.0% |
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