-54.9%
ADBE vs UPS
-27.1%
-27.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.8% |
| 7D | -8.9% | -3.7% | -5.2% | -8.4% |
| 30D | -6.6% | -3.7% | -2.9% | -6.1% |
| 3M | +7.1% | -6.6% | +13.7% | +8.0% |
| 6M | -9.8% | +2.6% | -12.3% | -10.6% |
| YTD | -27.2% | +4.8% | -32.0% | -28.5% |
| 1Y | -28.0% | +25.3% | -53.3% | -31.8% |
| All | -54.9% | -27.1% | -27.7% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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