+39.8%
BKNG vs UNP
+43.7%
-3.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -10.7% | -1.2% | -9.5% | -10.3% |
| 30D | -18.1% | -2.0% | -16.1% | -17.6% |
| 3M | +8.5% | +7.5% | +1.0% | +5.4% |
| 6M | -0.1% | +15.3% | -15.4% | -5.8% |
| YTD | -18.2% | +25.4% | -43.6% | -25.9% |
| 1Y | -19.9% | +35.6% | -55.5% | -29.9% |
| All | +39.8% | +43.7% | -3.8% | +16.9% |
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