+35.6%
UNP vs ALK
-34.8%
+70.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | -4.6% | +9.0% | -13.6% | -6.2% |
| 30D | +5.6% | -1.6% | +7.3% | +5.7% |
| 3M | -1.3% | -23.2% | +21.9% | +3.2% |
| 6M | +9.2% | -3.9% | +13.1% | +8.4% |
| YTD | +27.3% | -22.6% | +49.9% | +30.8% |
| 1Y | +35.9% | -5.3% | +41.2% | +33.1% |
| 3Y | +45.5% | +18.6% | +26.9% | +27.6% |
| All | +35.6% | -34.8% | +70.4% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling