+45.2%
ASML vs UPS
+23.1%
+22.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.8% |
| 7D | +10.4% | -0.6% | +10.9% | +10.5% |
| 30D | -12.7% | +16.4% | -29.2% | -17.5% |
| 3M | -17.2% | +7.9% | -25.1% | -19.5% |
| 6M | -1.3% | +15.8% | -17.1% | -8.3% |
| YTD | +40.8% | +16.6% | +24.2% | +25.0% |
| 1Y | +45.2% | +22.3% | +22.9% | +26.0% |
| All | +45.2% | +23.1% | +22.1% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling