+1,504.8%
ASML vs UPS
+47.4%
+1,457.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.5% | +3.8% | +5.1% |
| 7D | -0.8% | +1.1% | -2.0% | -1.4% |
| 30D | -14.9% | +17.3% | -32.2% | -21.3% |
| 3M | -13.0% | +7.9% | -20.8% | -16.6% |
| 6M | -4.7% | +13.7% | -18.4% | -11.4% |
| YTD | +42.3% | +17.2% | +25.1% | +29.6% |
| 1Y | +49.7% | +23.2% | +26.5% | +32.8% |
| 3Y | +144.3% | -5.9% | +150.2% | +135.7% |
| 5Y | +86.4% | -33.1% | +119.4% | +114.7% |
| 10Y | +1,504.8% | +44.3% | +1,460.5% | +1,062.0% |
| All | +1,504.8% | +47.4% | +1,457.4% | +1,062.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling