+293.8%
UNP vs ALK
-37.5%
+331.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.1% | -4.7% | +0.6% |
| 7D | -3.3% | +8.9% | -12.2% | -5.4% |
| 30D | +6.7% | +5.9% | +0.8% | +4.8% |
| 3M | +1.8% | -16.5% | +18.3% | +5.8% |
| 6M | +13.3% | +2.1% | +11.2% | +10.5% |
| YTD | +30.3% | -17.1% | +47.4% | +32.3% |
| 1Y | +36.9% | -2.9% | +39.8% | +32.7% |
| 3Y | +50.9% | +24.5% | +26.5% | +28.4% |
| 5Y | +37.9% | -29.1% | +67.1% | +34.9% |
| 10Y | +293.8% | -39.1% | +332.9% | +241.9% |
| All | +293.8% | -37.5% | +331.2% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling